Asymptotic behavior of weighted power variations of fractional Brownian motion in Brownian time (Q1800946)
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scientific article; zbMATH DE number 6966129
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| English | Asymptotic behavior of weighted power variations of fractional Brownian motion in Brownian time |
scientific article; zbMATH DE number 6966129 |
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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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0.8163998126983643
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0.8086051940917969
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0.8052257895469666
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0.8046168088912964
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0.7996355295181274
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