Estimation of the Hurst index of the solutions of fractional SDE with locally Lipschitz drift (Q5132224)
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scientific article; zbMATH DE number 7272140
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the Hurst index of the solutions of fractional SDE with locally Lipschitz drift |
scientific article; zbMATH DE number 7272140 |
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Estimation of the Hurst index of the solutions of fractional SDE with locally Lipschitz drift (English)
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10 November 2020
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fractional Brownian motion
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Hurst index
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backward Euler approximation
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fractional Ait-Sahalia model
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fractional CKLS model
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