scientific article; zbMATH DE number 6611612

DOI10.3770/J.ISSN:2095-2651.2015.05.010MaRDI QIDQ2992883zbMATHFDO

Authors Junfeng Liu

Publication date 10 August 2016

zbMATH Keywords

Malliavin calculussubfractional Brownian motionweighted cubic variation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22)

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