The quadratic variation for mixed-fractional Brownian motion
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Publication:347449
DOI10.1186/s13660-016-1254-2zbMath1353.60039OpenAlexW2557803486WikidataQ59467769 ScholiaQ59467769MaRDI QIDQ347449
Publication date: 30 November 2016
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-016-1254-2
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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