Asymptotic behavior of weighted power variations of fractional Brownian motion in Brownian time (Q1800946): Difference between revisions

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Revision as of 23:10, 19 March 2024

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Asymptotic behavior of weighted power variations of fractional Brownian motion in Brownian time
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    Asymptotic behavior of weighted power variations of fractional Brownian motion in Brownian time (English)
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    26 October 2018
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    weighted power variations
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    limit theorem
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    Malliavin calculus
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    fractional Brownian motion
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    fractional Brownian motion in Brownian time
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