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math.PR2012★ 61 cited
Asymptotic theory for Brownian semi-stationary processes with application to turbulence
José Manuel Corcuera, Emil Hedevang, Mikko S. Pakkanen +1
This paper presents some asymptotic results for statistics of Brownian semi-stationary (BSS) processes. More precisely, we consider power variations of BSS processes, which are bas…
math.CA2012★ 6 cited
On the positivity of Riemann-Stieltjes integrals
Jani Lukkarinen, Mikko S. Pakkanen
We study the question, whether a Riemann-Stieltjes integral of a positive continuous function with respect to a non-negative function of bounded variation is positive.