Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
PMA
IECN
University of Paris 6
A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4
A multiple stochastic integral criterion for almost sure limit theorems
Almost sure central limit theorems on the Wiener space
Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion
Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: The critical case $H=1/4$
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