Weighted power variations of iterated Brownian motion.

Nourdin, Ivan; Peccati, Giovanni

Electronic Journal of Probability [electronic only] (2008)

  • Volume: 13, page 1229-1256
  • ISSN: 1083-589X

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Nourdin, Ivan, and Peccati, Giovanni. "Weighted power variations of iterated Brownian motion.." Electronic Journal of Probability [electronic only] 13 (2008): 1229-1256. <http://eudml.org/doc/229776>.

@article{Nourdin2008,
author = {Nourdin, Ivan, Peccati, Giovanni},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {Brownian motion; Brownian motion in random scenery; iterated Brownian motion; limit theorems; weighted power variations},
language = {eng},
pages = {1229-1256},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Weighted power variations of iterated Brownian motion.},
url = {http://eudml.org/doc/229776},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Nourdin, Ivan
AU - Peccati, Giovanni
TI - Weighted power variations of iterated Brownian motion.
JO - Electronic Journal of Probability [electronic only]
PY - 2008
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 13
SP - 1229
EP - 1256
LA - eng
KW - Brownian motion; Brownian motion in random scenery; iterated Brownian motion; limit theorems; weighted power variations
UR - http://eudml.org/doc/229776
ER -

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