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LENGERT Nicolas

Main Referenced Co-authors
CAMPESE, Simon  (1)
PODOLSKIJ, Mark  (1)
Main Referenced Keywords
Brownian motion (1); Brownian motion , Local time , Mixed normality , Lévy processes, Pure jump processes, Semimartingales, Ambit fields, High-frequency data, Power variation, Limit theorems, Asynchonicity, Stable convergence, Malliavin Calculus, Walsh integration (1); local time (1); mixed normality (1); semimartingales (1);
Main Referenced Disciplines
Mathematics (2)

Publications (total 2)

The most downloaded
157 downloads
LENGERT, N. (2024). Limit theorems for high-frequency data: from semimartingales to ambit fields [Doctoral thesis, Unilu - University of Luxembourg]. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/64079 https://hdl.handle.net/10993/64079

LENGERT, N. (2024). Limit theorems for high-frequency data: from semimartingales to ambit fields [Doctoral thesis, Unilu - University of Luxembourg]. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/64079

CAMPESE, S., LENGERT, N., & PODOLSKIJ, M. (2024). Limit theorems for general functionals of Brownian local times. Electronic Journal of Probability, 29 (none). doi:10.1214/24-EJP1196
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