带跳的分数维Brown 运动幂变差的渐近行为

DOI10.1360/012010-187zbMath1488.60097OpenAlexW2334382246MaRDI QIDQ5017621

Guangying Liu, Xin Sheng Zhang

Publication date: 17 December 2021

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/012010-187

zbMATH Keywords

fractional Brownian motionLévy processcentral limit theoremspower variation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Jump processes on general state spaces (60J76)

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Central limit theorems for power variation of Gaussian integral processes with jumps

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