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Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion. II. - MaRDI portal

Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion. II. (Q743055)

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Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion. II.
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    Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion. II. (English)
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    22 September 2014
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    fractional Brownian motion
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    cubic variation
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    convergence in law
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