On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q899656)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion |
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On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion (English)
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30 December 2015
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fractional Brownian motion
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stochastic differential equation
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Hurst index
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