Estimating the diffusion coefficient for diffusions driven by fBm (Q5933677)
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scientific article; zbMATH DE number 1599677
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the diffusion coefficient for diffusions driven by fBm |
scientific article; zbMATH DE number 1599677 |
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Estimating the diffusion coefficient for diffusions driven by fBm (English)
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17 August 2001
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fractional Brownian motion
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local times
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