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Is the driving force under a continuous process a Brownian motion or fractional Brownian motion?
  • ISSN号：2162-2434
  • 期刊名称：Journal of Mathematical Finance
  • 时间：2013
  • 页码：454-464
  • 相关项目：高频数据下半鞅过程的统计推断
作者： Kong Xin-Bing|Jing Bing-Yi|Li Cui-Xia|
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高频数据下半鞅过程的统计推断
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