Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion (Q6540877)
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scientific article; zbMATH DE number 7850468
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| English | Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion |
scientific article; zbMATH DE number 7850468 |
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Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion (English)
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17 May 2024
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tempered fractional Brownian motion
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weighted quadratic variation
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Malliavin calculus
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0.8872280716896057
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0.8748046159744263
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0.8659090399742126
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0.8576310873031616
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0.8495001196861267
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