No label defined (Q4677129)
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scientific article; zbMATH DE number 2169687
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 2169687 |
Statements
20 May 2005
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fractional Brownian motion
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Wiener process
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diffusion model
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Girsanov theorem
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likelihood ratio
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0.9564205
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0.9539841
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0.9363816
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0.93567395
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0.9254045
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0.9242563
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0.92399836
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0.9224178
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