Asymptotic behavior of weighted power variations of fractional Brownian motion in Brownian time (Q1800946)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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