On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q6238757)
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scientific article; zbMATH DE number 900154708
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English | On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion |
scientific article; zbMATH DE number 900154708 |
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15 January 2013
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math.PR
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