Power variations and limit theorems for stochastic processes controlled by fractional Brownian motions
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Publication:6614489
DOI10.1214/24-EJP1179zbMATH Open1548.60058MaRDI QIDQ6614489
Publication date: 7 October 2024
Published in: Electronic Journal of Probability (Search for Journal in Brave)
fractional Brownian motionlimit theoremspower variationcontrolled rough pathdiscrete rough integralestimation of volatility
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22)
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