The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2

Details The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2 The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2

2011-06-12

arxiv.org/abs/1106.2302v2

Mathematics

Probability

22 pages

Scientific paper

Let $B^H$ be a fractional Brownian motion with Hurst index $0

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