Asymptotic expansion of the quadratic variation of fractional stochastic differential equation (Q6596203)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic expansion of the quadratic variation of fractional stochastic differential equation |
scientific article; zbMATH DE number 7904801
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansion of the quadratic variation of fractional stochastic differential equation |
scientific article; zbMATH DE number 7904801 |
Statements
Asymptotic expansion of the quadratic variation of fractional stochastic differential equation (English)
0 references
2 September 2024
0 references
fractional stochastic differential equation
0 references
fractional Brownian motion
0 references
asymptotic expansion
0 references
Skorohod integral
0 references
mixed normal distribution
0 references
Malliavin calculus
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
