Estimating the diffusion coefficient for diffusions driven by fBm (Q5933677)
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scientific article; zbMATH DE number 1599677
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| default for all languages | No label defined |
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| English | Estimating the diffusion coefficient for diffusions driven by fBm |
scientific article; zbMATH DE number 1599677 |
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Estimating the diffusion coefficient for diffusions driven by fBm (English)
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17 August 2001
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fractional Brownian motion
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local times
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0.8986389
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0.8962371
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0.89345556
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0.88909715
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