On the \(\frac{1}{H}\)-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter \(H < \frac{1}{2}\) (Q491179)
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scientific article
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| English | On the \(\frac{1}{H}\)-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter \(H < \frac{1}{2}\) |
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Statements
On the \(\frac{1}{H}\)-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter \(H < \frac{1}{2}\) (English)
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24 August 2015
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divergence integral
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fractional Brownian motion
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fractional Bessel process
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Malliavin calculus
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Skorokhod integral
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0.9169597625732422
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0.8501786589622498
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0.8303526043891907
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0.8298327922821045
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