Approximation of fractional local times: zero energy and derivatives (Q2240878): Difference between revisions

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scientific article
Language Label Description Also known as
English
Approximation of fractional local times: zero energy and derivatives
scientific article

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    title
    Approximation of fractional local times: zero energy and derivatives (English)
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    DOI
    10.1214/20-AAP1643
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    author
    Arturo Jaramillo
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    Ivan Nourdin
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    Giovanni Peccati
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    publication date
    4 November 2021
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    Mathematics Subject Classification ID
    60F17
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    60G22
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    60H07
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    60J55
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    zbMATH DE Number
    7420547
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    zbMATH Keywords
    derivatives of the local time
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    fractional Brownian motion
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    functional limit theorems
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    high-frequency observations
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    Malliavin calculus
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    arXiv ID
    1903.08683
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    cites work
    Q5680823
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    Q4269108
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    Volatility is rough
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    Occupation densities
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    Q4226355
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    Q4662409
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    Q5600228
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    OpenAlex ID
    W3209348036
    0 references
     
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