Limits for weighted p-variations and likewise functionals of fractional diffusions with drift

Author:

León José,Ludeña Carenne

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference23 articles.

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2. Central limit theorems for non-linear functionals of Gaussian fields;Breuer;J. Multivariate Anal.,1983

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4. Stock price returns and the Joseph effect: A fractional version of the Black Scholes model;Cutland,1995

5. Stochastic integration with respect to fractional Brownian motion;Decreusefond;Collect.: Theory Appl. Long-Range Depend.,2003

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