Raghid Zeineddine
Abstract
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We study the fluctuations of the power variation of fractional Brownian motion in Brownian time.
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We study the fluctuations of the power variation of fractional Brownian motion in Brownian time.
Key concepts: Fractional Brownian motion, Mathematics, Brownian excursion, Brownian motion, Reflected Brownian motion, Diffusion process, Geometric Brownian motion, Quadratic variation