A Remark on Weighted Cubic Variation of Subfractional Brownian Motion with H<1/6
A Remark on Weighted Cubic Variation of Subfractional Brownian Motion with H<1/6作者机构：Department of StatisticsNanjing Audit University
出 版 物：《Journal of Mathematical Research with Applications》 (数学研究及应用(英文版))
年 卷 期：2015年第35卷第5期
页 面：568-580页
核心收录：
学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学]
基 金：Supported by the National Natural Science Foundation of China(Grant No.11401313) China Postdoctoral Science Foundation(Grant Nos.2014M560368 2015T80475) the Natural Science Foundation of Jiangsu Educational Committee(Grant No.14KJB110013) 2014 Qing Lan Project,Jiangsu Planned Projects for Postdoctoral Research Funds(Grant No.1401011C) 2013 Jiangsu Government Scholarship for Overseas Studies and Priority Academic Program Development of Jiangsu Higher Education Institutions
主 题：Subfractional Brownian motion Malliavin calculus weighted cubic variation
摘 要：In this paper,we prove by means of Malliavin calculus the convergence in L2 of some properly renormalized weighted cubic variation of sub-fractional Brownian motion SH with parameter H 16.
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