On the 1/H-variation of the divergence integral with respect to a Hermite process
Petr ČoupekPavel KřížMatěj Svoboda
所有作者
Petr ČoupekPavel KřížMatěj Svoboda
文献摘要
In this paper, a divergence-type integral of a random integrand with respect to the Hermite process of order k∈N with Hurst parameter H∈(1/2,1) is defined and it is shown that the integral is of finite 1/H-variation.