Coarse-grained modeling of multiscale diffusions: the \(p\)-variation estimates (Q3015682)
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scientific article; zbMATH DE number 5919795
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| English | Coarse-grained modeling of multiscale diffusions: the \(p\)-variation estimates |
scientific article; zbMATH DE number 5919795 |
Statements
Coarse-Grained Modeling of Multiscale Diffusions: The p-Variation Estimates (English)
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13 July 2011
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multiscale Ornstein-Uhlenbeck process
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0.8454346060752869
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0.8385242223739624
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0.8266381621360779
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0.8200256824493408
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0.8094947934150696
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