Asymptotic behavior of weighted power variations of fractional Brownian motion in Brownian time (Q1800946): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2963603830 / rank | |||
Normal rank | |||
Revision as of 23:10, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of weighted power variations of fractional Brownian motion in Brownian time |
scientific article |
Statements
Asymptotic behavior of weighted power variations of fractional Brownian motion in Brownian time (English)
0 references
26 October 2018
0 references
weighted power variations
0 references
limit theorem
0 references
Malliavin calculus
0 references
fractional Brownian motion
0 references
fractional Brownian motion in Brownian time
0 references
