Weighted power variation of integrals with respect to a Gaussian process (Q2348745)
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| English | Weighted power variation of integrals with respect to a Gaussian process |
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Weighted power variation of integrals with respect to a Gaussian process (English)
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15 June 2015
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quadratic mean integrals
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Gaussian processes
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almost sure convergence
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fractional Brownian motion
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0.8327391743659973
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0.8213974237442017
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0.8194067478179932
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0.8167421221733093
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