Distributions of quadratic functionals of the fractional Brownian motion based on a martingale approximation (Q6486645)
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scientific article; zbMATH DE number 6369817
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| English | Distributions of quadratic functionals of the fractional Brownian motion based on a martingale approximation |
scientific article; zbMATH DE number 6369817 |
Statements
Distributions of quadratic functionals of the fractional Brownian motion based on a martingale approximation (English)
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DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION (English)
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14 November 2014
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distributions of quadratic functionals
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fractional Brownian motion
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0.835290253162384
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0.7593802213668823
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0.759324312210083
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0.7563550472259521
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0.7543768882751465
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