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math.PR2021
A Gladyshev theorem for trifractional Brownian motion and -th order fractional Brownian motion
Xiyue Han
We prove limit theorems for the weighted quadratic variation of trifractional Brownian motion and -th order fractional Brownian motion. Furthermore, a sufficient condition for t…
math.PR2021
A limit theorem for Bernoulli convolutions and the -variation of functions in the Takagi class
Xiyue Han, Alexander Schied, Zhenyuan Zhang
We consider a probabilistic approach to compute the Wiener--Young -variation of fractal functions in the Takagi class. Here, the -variation is understood as a generalization…