Weighted power variations of iterated Brownian motion

NOURDIN, Ivan; PECCATI, Giovanni

doi:10.1214/EJP.v13-534

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Article (Scientific journals)

Weighted power variations of iterated Brownian motion

NOURDIN, Ivan; PECCATI, Giovanni

2008 • In Electronic Journal of Probability, 13, p. 43, 1229--1256

Peer Reviewed verified by ORBi

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https://hdl.handle.net/10993/13557

DOI
10.1214/EJP.v13-534

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Disciplines :

Mathematics

Author, co-author :

NOURDIN, Ivan

PECCATI, Giovanni ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit

Language :

English

Title :

Weighted power variations of iterated Brownian motion

Publication date :

2008

Journal title :

Electronic Journal of Probability

eISSN :

1083-6489

Publisher :

Institute of Mathematical Statistics, United States - Ohio

Volume :

Pages :

no. 43, 1229--1256

Peer reviewed :

Peer Reviewed verified by ORBi

Additional URL :

http://dx.doi.org/10.1214/EJP.v13-534

Commentary :

2430706 (2009h:60052)

Available on ORBilu :

since 20 December 2013

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