Asymptotic behavior of weighted cubic variation of sub-fractional brownian motion (Q2965567)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of weighted cubic variation of sub-fractional brownian motion |
scientific article |
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Asymptotic behavior of weighted cubic variation of sub-fractional brownian motion (English)
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3 March 2017
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Malliavin calculus
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sub-fractional Brownian motion
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weighted cubic variation
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