Hurst index estimation in stochastic differential equations driven by fractional Brownian motion (Q785416)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hurst index estimation in stochastic differential equations driven by fractional Brownian motion |
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Hurst index estimation in stochastic differential equations driven by fractional Brownian motion (English)
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6 August 2020
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Hurst index estimation
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stochastic differential equation
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fractional Brownian motion
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quadratic variation
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Malliavin calculus
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central limit theorem
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