Cross-variation of Young integral with respect to long-memory fractional Brownian motions (Q5741256)
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scientific article; zbMATH DE number 6605495
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| English | Cross-variation of Young integral with respect to long-memory fractional Brownian motions |
scientific article; zbMATH DE number 6605495 |
Statements
22 July 2016
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Young integrals
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fractional Brownian motion
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Rosenblatt process
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Breuer-Major theorem
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Taqqu's theorem
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stochastic differential equations
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math.PR
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0.8643674254417419
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0.7975610494613647
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0.7918760180473328
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0.7832605242729187
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0.7805519700050354
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