Gaussian and non-Gaussian processes of zero power variation
نویسندگان
چکیده
منابع مشابه
Gaussian and non-Gaussian processes of zero power variation
This paper considers the class of stochastic processes X defined on [0, T ] by X (t) = ∫ T 0 G (t, s) dM (s) where M is a square-integrable martingale and G is a deterministic kernel. When M is Brownian motion, X is Gaussian, and the class includes fractional Brownian motion and other Gaussian processes with or without homogeneous increments. Let m be an odd integer. Under the assumption that t...
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ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2015
ISSN: 1292-8100,1262-3318
DOI: 10.1051/ps/2014031