The quadratic variation for mixed-fractional Brownian motion (Q347449)
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scientific article; zbMATH DE number 6658214
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The quadratic variation for mixed-fractional Brownian motion |
scientific article; zbMATH DE number 6658214 |
Statements
The quadratic variation for mixed-fractional Brownian motion (English)
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30 November 2016
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mixed fractional Brownian motion
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fractional Itô formula
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Malliavin calculus
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local time
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0.9613203
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0.9452666
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0.9384706
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0.9314921
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0.9288869
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0.92878544
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0.9267119
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0.9230954
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0.92119294
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