Chiba, Kohei
- LAN property for stochastic differential equations driven by fractional Brownian motion of Hurst parameter H∈(1/4,1/2)
2018/04/11 by Kohei Chiba, Chiba, Kohei · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #62F12 #62M09 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #math.ST #msc:62F12 #msc:62M09 #stat.TH