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Lévy area analysis and parameter estimation for fOU processes via non-geometric rough path theory

Published Online: 2024-08-27

Published Print: 2024-09

Authors

Qian, Zhongmin

Xu, Xingcheng
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Text and Data Mining valid from 2024-08-27

Version of Record valid from 2024-08-27
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Article History

Received: 4 March 2023

Revised: 29 April 2024

First Online: 27 August 2024

Ethics

: <b>Conflict of Interest</b> The authors declare no conflict of interest.

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