Xiyue Han

collaborators

3 papers

math.PR2021

A Gladyshev theorem for trifractional Brownian motion and $n$ -th order fractional Brownian motion

Xiyue Han

We prove limit theorems for the weighted quadratic variation of trifractional Brownian motion and $n$ -th order fractional Brownian motion. Furthermore, a sufficient condition for t…

math.PR2020

A probabilistic approach to the $Φ$ -variation of classical fractal functions with critical roughness

Xiyue Han, Alexander Schied, Zhenyuan Zhang

We consider Weierstraß and Takagi-van der Waerden functions with critical degree of roughness. In this case, the functions have vanishing $p^{th}$ variation for all $p > 1$ bu…

math.CA2020

Step roots of Littlewood polynomials and the extrema of functions in the Takagi class

Xiyue Han, Alexander Schied

We give a new approach to characterizing and computing the set of global maximizers and minimizers of the functions in the Takagi class and, in particular, of the Takagi--Landsberg…

A Gladyshev theorem for trifractional Brownian motion and n-th order fractional Brownian motion

A probabilistic approach to the Φ-variation of classical fractal functions with critical roughness

Step roots of Littlewood polynomials and the extrema of functions in the Takagi class

A Gladyshev theorem for trifractional Brownian motion and $n$ -th order fractional Brownian motion

A probabilistic approach to the $Φ$ -variation of classical fractal functions with critical roughness