Fluctuations of the power variation of fractional Brownian motion in Brownian timeReport as inadecuate




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1 Probabilités et statistiques IECL - Institut Élie Cartan de Lorraine

Abstract : We study the fluctuations of the power variation of fractional Brownian motion in Brownian time

Keywords : limit theorem iterated Brownian motion Fractional Brownian motion fractional Brownian motion in Brownian time Hermite polynomials





Author: Raghid Zeineddine -

Source: https://hal.archives-ouvertes.fr/



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