{"title":"分数布朗运动的对称加权奇次方变分及其应用","authors":"D. Nualart, Raghid Zeineddine","doi":"10.31390/COSA.12.1.04","DOIUrl":null,"url":null,"abstract":"We prove a non-central limit theorem for the symmetric weighted odd-power variations of the fractional Brownian motion with Hurst parameter H = 0, where X is a fractional Brownian motion and Y is an independent Brownian motion.","PeriodicalId":53434,"journal":{"name":"Communications on Stochastic Analysis","volume":"1 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2017-11-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Symmetric Weighted Odd-Power Variations of Fractional Brownian Motion and Applications\",\"authors\":\"D. Nualart, Raghid Zeineddine\",\"doi\":\"10.31390/COSA.12.1.04\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We prove a non-central limit theorem for the symmetric weighted odd-power variations of the fractional Brownian motion with Hurst parameter H = 0, where X is a fractional Brownian motion and Y is an independent Brownian motion.\",\"PeriodicalId\":53434,\"journal\":{\"name\":\"Communications on Stochastic Analysis\",\"volume\":\"1 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2017-11-11\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Communications on Stochastic Analysis\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.31390/COSA.12.1.04\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"Mathematics\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Communications on Stochastic Analysis","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.31390/COSA.12.1.04","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"Mathematics","Score":null,"Total":0}
Symmetric Weighted Odd-Power Variations of Fractional Brownian Motion and Applications
We prove a non-central limit theorem for the symmetric weighted odd-power variations of the fractional Brownian motion with Hurst parameter H = 0, where X is a fractional Brownian motion and Y is an independent Brownian motion.
期刊介绍：
The journal Communications on Stochastic Analysis (COSA) is published in four issues annually (March, June, September, December). It aims to present original research papers of high quality in stochastic analysis (both theory and applications) and emphasizes the global development of the scientific community. The journal welcomes articles of interdisciplinary nature. Expository articles of current interest will occasionally be published. COSAis indexed in Mathematical Reviews (MathSciNet), Zentralblatt für Mathematik, and SCOPUS
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