Non-central limit theorem of the weighted power variations of Gaussian processes (Q397204)
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scientific article; zbMATH DE number 6328370
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-central limit theorem of the weighted power variations of Gaussian processes |
scientific article; zbMATH DE number 6328370 |
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Non-central limit theorem of the weighted power variations of Gaussian processes (English)
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11 August 2014
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Malliavin calculus
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fractional Brownian motion
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non-central limit theorem
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power variation
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multiple stochastic integral
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