Asymptotic expansion of the quadratic variation of fractional stochastic differential equation (Q6596203)
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scientific article; zbMATH DE number 7904801
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| English | Asymptotic expansion of the quadratic variation of fractional stochastic differential equation |
scientific article; zbMATH DE number 7904801 |
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Asymptotic expansion of the quadratic variation of fractional stochastic differential equation (English)
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2 September 2024
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fractional stochastic differential equation
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fractional Brownian motion
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asymptotic expansion
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Skorohod integral
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mixed normal distribution
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Malliavin calculus
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0.82509446144104
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0.7893190383911133
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0.7868905067443848
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0.786608874797821
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0.7846316695213318
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