On the $1/H$-variation of the divergence integral with respect to a Hermite process

Petr Čoupek, Pavel Kříž, Matěj Svoboda

In this paper, a divergence-type integral of a random integrand with respect to the Hermite process of order $k\in \mathsf{N}$ with Hurst parameter $H\in (1/2,1)$ is defined and it…