The 1/H-variation of the divergence integral with respect to the fractional Brownian motion for H>1/2 and fractional Bessel processes - Détails de la publication

Production Scientifique P.S.

The 1/H-variation of the divergence integral with respect to the fractional Brownian motion for H>1/2 and fractional Bessel processes

Auteur

João M.E. Guerra, David Nualart

Revue

Stochastic Processes and their Applications

Année

2015

DOI

10.1016/j.spa.2004.07.008

Chercheur

Essaky El Hassan

Voir le profil du chercheur →