Weighted power variations of iterated Brownian motion

Electronic Journal of Probability

Volumn 13, Issue , 2008, Pages 1229-1256

  Nourdin, Ivan ^a   Peccati, Giovanni ^a  

^a SORBONNE UNIVERSITÉ   (France)

Author keywords

Brownian motion; Brownian motion in random scenery; Iterated Brownian motion; Limit theorems; Weighted power variations

Indexed keywords

EID: 48849095030     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v13-534     Document Type: Article

References (22)

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