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Distributions of quadratic functionals of the fractional Brownian motion based on a martingale approximation - MaRDI portal

Distributions of quadratic functionals of the fractional Brownian motion based on a martingale approximation (Q6486645)

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scientific article; zbMATH DE number 6369817
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Distributions of quadratic functionals of the fractional Brownian motion based on a martingale approximation
scientific article; zbMATH DE number 6369817

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    Distributions of quadratic functionals of the fractional Brownian motion based on a martingale approximation (English)
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    14 November 2014
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    distributions of quadratic functionals
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    fractional Brownian motion
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