The present article is devoted to a fine study of the convergence of renor- malized weighted quadratic and cubic variations of a fractional Brownian mo- tion B with Hurst index H..

Abstract: This note is devoted to a fine study of the convergence of certain weighted quadratic and cubic variations of a fractional Brownian motion B with Hurst index H ∈ (0, 1 / 2

Motivated by this result, we shall show in the present note that the convergence (1.2) still holds in the case of a more general process, namely the bi-fractional Brownian motion

Bases anatomiques de La chirurgie dermatologique et des techniques d’injections de la face. § Région frontale et glabellaire : muscles corrugator et

Central and noncentral limit theorems for weighted power variations of fractional Brownian motion.. Weighted power variations of iterated Brownian

Key words: Fractional Brownian motion; quartic process; change of variable formula; weighted quadratic variations; Malliavin calculus; weak convergence.. Present version:

Keywords Anisotropy · Anisotropic fractional Brownian field · Hurst index · Asymptotic test · Generalized quadratic variations · Texture analysis · Mammography ·

ACCUEIL IMMUNOLOGIE NEUROLOGIE MALADIES CHRONIQUES SANTÉ CARDIOVASCULAIRE NOUVELLES TECHNOLOGIES CANCER SANTÉ FÉMININE

The most important advantage of this electrochemical approach, compared with other methods of tuning oxygen non-stoichiometry, is the ability of controlling oxygen

Figure 2 shows the results of correlating polar cap flux (from DMSP boundaries) with premidnight auroral power (from the UVI imager). Since all corre- lations reported are with

Keywords Hölder regularity · anisotropy · fractional Brownian eld · quadratic variations · texture analysis · photographic paper..

Then this method was applied to study observability of nonlinear time-delay systems with known inputs in [44], to analyze identifiability of parameter for nonlinear time-delay

To reduce the level of inflation in emerging countries, the monetary authori- ties should make greater efforts in improving in the following order: policy, economic, political,

Les techniques émergeantes dans ce domaine sont essentiellement basées sur l’utilisation de compo- sés libérateurs lents d’oxygène, lesquels présentent le double avan- tage,

Cette bi-localisation correspond à un découpage en deux équipes informelles : MODEMIC (équipe commune avec INRIA, sur la modélisation et le pilotage d’écosystèmes microbiens

De ce fait, les données de consultations externes nous ont permis juste d’étudier les différents types de pathologies respiratoires et le nombre des patients et

Central and non-central limit theorems for weighted power variations of fractional Brownian motion.. Ivan Nourdin, David Nualart,

multiple stochastic integrals, Malliavin calculus, Hermite process, fractional Brownian motion, non-central limit theorems, quadratic variations, bootstrap.. * This author’s