The quadratic covariation for a weighted fractional Brownian motion
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Publication:5268388
DOI10.1142/S0219493717500290zbMath1374.60071arXiv1603.01720OpenAlexW2964195949MaRDI QIDQ5268388
Xichao Sun, Litan Yan, Qing-Hua Zhang
Publication date: 20 June 2017
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.01720
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (3)
Unnamed Item ⋮ Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion ⋮ Unnamed Item
Cites Work
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