Weighted power variations of iterated Brownian motion
暂无分享,去创建一个
[1] Erkan Nane. Lifetime asymptotics of iterated Brownian motion in R^{n} , 2007 .
[2] G. Peccati,et al. Gaussian Limits for Vector-valued Multiple Stochastic Integrals , 2005 .
[3] Ivan Nourdin,et al. Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion , 2007, 0705.0570.
[4] ITERATED BROWNIAN MOTION AND ITS INTRINSIC SKELETAL STRUCTURE , 1999 .
[5] Variation of iterated Brownian motion , 1994 .
[6] T. E. Harris. Diffusion with “collisions” between particles , 1965, Journal of Applied Probability.
[7] D. Nualart,et al. Central and non-central limit theorems for weighted power variations of fractional brownian motion , 2007, 0710.5639.
[8] Luisa Beghin,et al. Fractional diffusion equations and processes with randomly varying time. , 2011, 1102.4729.
[9] Variations of the solution to a stochastic heat equation , 2005, math/0601007.
[10] R. Deblassie. Iterated Brownian motion in an open set , 2004, math/0407137.
[11] Thomas M. Lewis,et al. Stochastic Calculus for Brownian Motion on a Brownian Fracture , 1999 .
[12] A. Shiryaev,et al. Limit Theorems for Stochastic Processes , 1987 .
[13] M. Taqqu. Weak convergence to fractional brownian motion and to the rosenblatt process , 1975, Advances in Applied Probability.
[14] D. Khoshnevisan,et al. BROWNIAN MOTION IN A BROWNIAN CRACK , 1998 .
[15] D. Nualart. The Malliavin Calculus and Related Topics , 1995 .
[16] Iterated Brownian motion in bounded domains in Rn , 2005, math/0505026.
[17] Krzysztof Burdzy,et al. Some path properties of iterated Brownian motion , 1993 .
[18] Ivan Nourdin,et al. Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: The critical case H=1/4 , 2008, 0802.3307.
[19] Power variation of some integral fractional processes , 2006 .
[20] Neil Shephard,et al. Power variation and stochastic volatility: a review and some new results , 2004, Journal of Applied Probability.
[21] Harry Kesten,et al. A limit theorem related to a new class of self similar processes , 1979 .