메뉴 건너뛰기




Volumn 117, Issue 4, 2007, Pages 476-486

Quadratic variations of spherical fractional Brownian motions

Author keywords

Quadratic variations; Spherical fractional Brownian motion

Indexed keywords

ASYMPTOTIC STABILITY; CONVERGENCE OF NUMERICAL METHODS; POLYNOMIALS;

EID: 33847385134     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2006.07.005     Document Type: Article
Times cited : (7)

References (12)
  • 1
    • 38248999587 scopus 로고
    • Uniform quadratic variation for Gaussian processes
    • Adler R., and Pyke R. Uniform quadratic variation for Gaussian processes. Stochastic Process. Appl. 48 (1993) 191-209
    • (1993) Stochastic Process. Appl. , vol.48 , pp. 191-209
    • Adler, R.1    Pyke, R.2
  • 2
    • 84968502296 scopus 로고
    • A strong limit theorem for Gaussian processes
    • Baxter G. A strong limit theorem for Gaussian processes. Proc. Amer. Math. Soc. 7 (1956) 522-527
    • (1956) Proc. Amer. Math. Soc. , vol.7 , pp. 522-527
    • Baxter, G.1
  • 3
    • 23244442846 scopus 로고    scopus 로고
    • Quadratic variations along irregular subdivisions for Gaussian processes
    • Begyn A. Quadratic variations along irregular subdivisions for Gaussian processes. Electron. J. Probab. 10 (2005) 691-717
    • (2005) Electron. J. Probab. , vol.10 , pp. 691-717
    • Begyn, A.1
  • 4
    • 0032555366 scopus 로고    scopus 로고
    • Identifying the multifractional function of a Gaussian process
    • Benassi A., Cohen S., and Istas J. Identifying the multifractional function of a Gaussian process. Statist. Probab. Lett. 39 (1998) 337-345
    • (1998) Statist. Probab. Lett. , vol.39 , pp. 337-345
    • Benassi, A.1    Cohen, S.2    Istas, J.3
  • 5
    • 0037874979 scopus 로고    scopus 로고
    • Identification and properties of real harmonizable fractional Lévy motions
    • Benassi A., Cohen S., and Istas J. Identification and properties of real harmonizable fractional Lévy motions. Bernoulli 8 (2002) 97-115
    • (2002) Bernoulli , vol.8 , pp. 97-115
    • Benassi, A.1    Cohen, S.2    Istas, J.3
  • 6
    • 0038771393 scopus 로고
    • A new limit theorem for processes with Gaussian increments
    • Gladyshev E. A new limit theorem for processes with Gaussian increments. Theory Probab. Appl. 6 (1961) 52-61
    • (1961) Theory Probab. Appl. , vol.6 , pp. 52-61
    • Gladyshev, E.1
  • 7
    • 0000138698 scopus 로고
    • Convergence en loi des h-variations d'un processus Gaussien stationnaire
    • Guyon X., and Leon J. Convergence en loi des h-variations d'un processus Gaussien stationnaire. Ann. Inst. Poincaré 25 (1989) 265-282
    • (1989) Ann. Inst. Poincaré , vol.25 , pp. 265-282
    • Guyon, X.1    Leon, J.2
  • 8
    • 29244469476 scopus 로고    scopus 로고
    • Spherical and hyperbolic fractional Brownian motion
    • Istas J. Spherical and hyperbolic fractional Brownian motion. Electron. Comm. Probab. 10 (2005) 254-262
    • (2005) Electron. Comm. Probab. , vol.10 , pp. 254-262
    • Istas, J.1
  • 9
    • 0031521238 scopus 로고    scopus 로고
    • Quadratic variations and estimation of the Hölder index of a Gaussian process
    • Istas J., and Lang G. Quadratic variations and estimation of the Hölder index of a Gaussian process. Ann. Inst. Poincaré 33 4 (1997) 407-436
    • (1997) Ann. Inst. Poincaré , vol.33 , Issue.4 , pp. 407-436
    • Istas, J.1    Lang, G.2
  • 10
    • 0000312604 scopus 로고
    • Le mouvement brownien plan
    • Lévy P. Le mouvement brownien plan. Amer. J. Math. 62 (1940) 487-550
    • (1940) Amer. J. Math. , vol.62 , pp. 487-550
    • Lévy, P.1
  • 12
    • 0002587254 scopus 로고    scopus 로고
    • Mathematical problems for the next century
    • Smale S. Mathematical problems for the next century. Math. Intelligencer 20 (1998) 7-15
    • (1998) Math. Intelligencer , vol.20 , pp. 7-15
    • Smale, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.