Weighted power variations of iterated Brownian motion

DOI10.1214/EJP.v13-534zbMath1193.60028arXiv0711.0858OpenAlexW2136649314MaRDI QIDQ1039052

Giovanni Peccati, Ivan Nourdin

Publication date: 20 November 2009

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0711.0858

zbMATH Keywords

Brownian motionlimit theoremsBrownian motion in random sceneryiterated Brownian motionweighted power variations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Processes in random environments (60K37) Self-similar stochastic processes (60G18)

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