On the cross-variation of a class of stochastic processes
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Publication:6657389
DOI10.1016/j.rinam.2024.100509MaRDI QIDQ6657389
Publication date: 6 January 2025
Published in: Results in Applied Mathematics (Search for Journal in Brave)
Gaussian processesYoung integralpower variationbifractional Brownian motionsubfractional Brownian motionweighted-fractional Brownian motionself-similar stochastic processes
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)
Cites Work
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