Power variation of multiple fractional integrals
Open Mathematics (2007)
- Volume: 5, Issue: 2, page 358-372
- ISSN: 2391-5455
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topConstantin Tudor, and Maria Tudor. "Power variation of multiple fractional integrals." Open Mathematics 5.2 (2007): 358-372. <http://eudml.org/doc/269810>.
@article{ConstantinTudor2007,
abstract = {},
author = {Constantin Tudor, Maria Tudor},
journal = {Open Mathematics},
keywords = {Fractional Brownian motion; sub-fractional Brownian motion; multiple fractional Wiener-Itô integral; multiple fractional Stratonovich integral; q-variation; fractional Brownian motion},
language = {eng},
number = {2},
pages = {358-372},
title = {Power variation of multiple fractional integrals},
url = {http://eudml.org/doc/269810},
volume = {5},
year = {2007},
}
TY - JOUR
AU - Constantin Tudor
AU - Maria Tudor
TI - Power variation of multiple fractional integrals
JO - Open Mathematics
PY - 2007
VL - 5
IS - 2
SP - 358
EP - 372
AB -
LA - eng
KW - Fractional Brownian motion; sub-fractional Brownian motion; multiple fractional Wiener-Itô integral; multiple fractional Stratonovich integral; q-variation; fractional Brownian motion
UR - http://eudml.org/doc/269810
ER -
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