Donsker-type theorems for correlated geometric fractional Brownian motions and related processes (Q2411777)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Donsker-type theorems for correlated geometric fractional Brownian motions and related processes |
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Donsker-type theorems for correlated geometric fractional Brownian motions and related processes (English)
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25 October 2017
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functional limit theorem
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fractional Brownian motion
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Wiener chaos
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Wick product
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discrete stochastic calculus
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