Cross-variation of Young integral with respect to long-memory fractional Brownian motions (Q5741256)
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scientific article; zbMATH DE number 6605495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cross-variation of Young integral with respect to long-memory fractional Brownian motions |
scientific article; zbMATH DE number 6605495 |
Statements
22 July 2016
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Young integrals
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fractional Brownian motion
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Rosenblatt process
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Breuer-Major theorem
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Taqqu's theorem
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stochastic differential equations
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math.PR
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