文章基本信息

标题：Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II
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作者：Nualart, David ; Swanson, Jason
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2013
卷号：18
页码：1-11
DOI：10.1214/ECP.v18-2840
语种：English
出版社：Electronic Communications in Probability
摘要：The purpose of this paper is to provide a complete description the convergence in distribution of two subsequences of the signed cubic variation of the fractional Brownian motion with Hurst parameter $H = 1/6$.
关键词：Fractional Brownian motion, cubic variation, convergence in law;Primary 60G22; secondary 60F17