Quadratic variations and estimation of the hurst index of the solution of SDE driven by a fractional Brownian motion

✍ Scribed by K. Kubilius; D. Melichov

• Publisher: Springer
• Year: 2010
• Tongue: English
• Weight: 240 KB
• Volume: 50
• Category: Article
• ISSN: 0363-1672
• DOI: 10.1007/s10986-010-9095-z