LAN property for stochastic differential equations driven by fractional Brownian motion of Hurst parameter $H\in(1/4,1/2)$ (Q6300231)

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scientific article; zbMATH DE number 900346174
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    LAN property for stochastic differential equations driven by fractional Brownian motion of Hurst parameter $H\in(1/4,1/2)$
    scientific article; zbMATH DE number 900346174

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      11 April 2018
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      math.ST
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      math.PR
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      stat.TH
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