The generalized quadratic covariation for a bi-fBm (Q2916188)
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scientific article; zbMATH DE number 6090767
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The generalized quadratic covariation for a bi-fBm |
scientific article; zbMATH DE number 6090767 |
Statements
5 October 2012
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bi-fractional Brownian motion
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Itō's formula
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local time
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stochastic calculus
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quadratic covariation
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0.83952135
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0.83441913
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0.8322286
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0.82992226
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The generalized quadratic covariation for a bi-fBm (English)
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