Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion (Q459482)

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scientific article; zbMATH DE number 6354108
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    Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion
    scientific article; zbMATH DE number 6354108

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      Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion (English)
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      13 October 2014
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      subfractional Brownian motion
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      Malliavin calculus
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      weighted quadratic variation
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