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Weighted power variations of iterated Brownian motion - MaRDI portal

Weighted power variations of iterated Brownian motion (Q1039052)

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Weighted power variations of iterated Brownian motion
scientific article

    Statements

    title
    Weighted power variations of iterated Brownian motion (English)
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    author
    Ivan Nourdin
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    Giovanni Peccati
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    publication date
    20 November 2009
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    zbMATH Keywords
    Brownian motion
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    Brownian motion in random scenery
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    iterated Brownian motion
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    limit theorems
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    weighted power variations
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    Identifiers

    DOI
    10.1214/EJP.v13-534
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    Mathematics Subject Classification ID
    60F05
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    60G18
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    60K37
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    zbMATH DE Number
    5636538
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    arXiv ID
    0711.0858
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    OpenAlex ID
    W2136649314
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