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The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2
Yan, Litan, Liu, Junfeng, Chen, ChaoVolume:
17
Language:
english
Journal:
Infinite Dimensional Analysis, Quantum Probability and Related Topics
DOI:
10.1142/s0219025714500301
Date:
December, 2014
File:
PDF, 381 KB
english, 2014