The quadratic variation for mixed-fractional Brownian motion (Q347449)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6658214
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The quadratic variation for mixed-fractional Brownian motion |
scientific article; zbMATH DE number 6658214 |
Statements
The quadratic variation for mixed-fractional Brownian motion (English)
0 references
30 November 2016
0 references
mixed fractional Brownian motion
0 references
fractional Itô formula
0 references
Malliavin calculus
0 references
local time
0 references
0 references
0 references
0 references
0.9613203
0 references
0.9452666
0 references
0.9384706
0 references
0.9314921
0 references
0.9288869
0 references
0.92878544
0 references
0.9267119
0 references
0.9230954
0 references
0.92119294
0 references
