Is the driving force of a continuous process a Brownian motion or fractional Brownian motion?
Year of publication: |
2013
|
---|---|
Authors: | Kong, Xinbing ; Jing, Bingyi ; Li, Cuixia |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 3.2013, 4, p. 454-464
|
Subject: | Itô Semimartingale | Fractional Brownian Motion | Theorie | Theory | Stochastischer Prozess | Stochastic process |
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