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Hermite Variation ofvskip Subfractional Brownian Motion - MaRDI portal

Hermite Variation ofvskip Subfractional Brownian Motion (Q2983579)

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Hermite Variation ofvskip Subfractional Brownian Motion
scientific article

    Statements

    publication date
    17 May 2017
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    zbMATH Keywords
    subfractional Brownian motion
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    Malliavin calculus
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    weighted Hermite variation
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    central limit theorem
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    author
    Jun-Feng Liu
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    title
    Hermite Variation ofvskip Subfractional Brownian Motion (English)
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    Identifiers

    Mathematics Subject Classification ID
    60F05
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    60G22
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    60H07
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    zbMATH DE Number
    6718603
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    OpenAlex ID
    W2955982165
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