Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion (Q6540877)
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scientific article; zbMATH DE number 7850468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion |
scientific article; zbMATH DE number 7850468 |
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Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion (English)
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17 May 2024
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tempered fractional Brownian motion
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weighted quadratic variation
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Malliavin calculus
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