Fluctuations of the power variation of fractional Brownian motion in Brownian time
arXiv:1304.5696
Abstract
We study the fluctuations of the power variation of fractional Brownian motion in Brownian time
arXiv comment20 pages
arXiv:1304.5696
We study the fluctuations of the power variation of fractional Brownian motion in Brownian time
arXiv comment20 pages