Hurst Index Estimation in Stochastic Differential Equations Driven by Fractional Brownian Motion
Crossref DOI link: https://doi.org/10.1007/s10959-019-00925-w
Published Online: 2019-06-12
Published Print: 2020-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gairing, Jan
Imkeller, Peter
Shevchenko, Radomyra
Tudor, Ciprian
Text and Data Mining valid from 2019-06-12
Version of Record valid from 2019-06-12
Article History
Received: 17 December 2018
Revised: 21 May 2019
First Online: 12 June 2019