Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion (Q459482)
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scientific article; zbMATH DE number 6354108
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion |
scientific article; zbMATH DE number 6354108 |
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Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion (English)
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13 October 2014
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subfractional Brownian motion
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Malliavin calculus
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weighted quadratic variation
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