Asymptotic behavior of weighted quadratic variation of bi-fractional Brownian motion

DOI10.5802/ambp.281zbMath1196.60066MaRDI QIDQ982749

Rachid Belfadli

Publication date: 27 July 2010

Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AMBP_2010__17_1_165_0

zbMATH Keywords

Malliavin calculus; bi-fractional Brownian motion; weighted quadratic variations

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60H07: Stochastic calculus of variations and the Malliavin calculus

60F25: (L^p)-limit theorems

Related Items

Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion

Cites Work

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