Limits for weighted p-variations and likewise functionals of fractional diffusions with drift
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Publication:869098
DOI10.1016/J.SPA.2006.05.016zbMATH Open1110.60023OpenAlexW2089280160MaRDI QIDQ869098FDOQ869098
Authors: Carenne Ludeña, José R. León 
Publication date: 26 February 2007
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2006.05.016
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Cited In (14)
- Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus
- Milstein's type schemes for fractional SDEs
- Difference based estimators and infill statistics
- Central and non-central limit theorems for weighted power variations of fractional Brownian motion
- Order estimate of functionals related to fractional Brownian motion
- Quantitative Breuer-Major theorems
- Power variation for Gaussian processes with stationary increments
- Asymptotic expansion of the quadratic variation of fractional stochastic differential equation
- Variations and estimators for self-similarity parameters via Malliavin calculus
- Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion
- Stable Convergence of Certain Functionals of Diffusions Driven by fBm
- Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
- First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case
- Discrete rough paths and limit theorems
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