A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4 (Q1017711)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4 |
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A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4 (English)
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12 May 2009
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fractional Brownian motion
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weak convergence
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change of variable formula
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