The quadratic covariation for a weighted fractional Brownian motion
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Publication:5268388
DOI10.1142/S0219493717500290zbMath1374.60071arXiv1603.01720OpenAlexW2964195949MaRDI QIDQ5268388
Xichao Sun, Litan Yan, Qing-Hua Zhang
Publication date: 20 June 2017
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.01720
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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