Limits for weighted \(p\)-variations and likewise functionals of fractional diffusions with drift
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Publication:869098
DOI10.1016/j.spa.2006.05.016zbMath1110.60023OpenAlexW2089280160MaRDI QIDQ869098
Carenne Ludeña, José Rafael 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
Gaussian processes (60G15) Brownian motion (60J65) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)
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