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Asymptotic behavior of weighted cubic variation of sub-fractional brownian motion |
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| Authors: | Nenghui Kuang Huantian Xie |
| Institution: | 1. School of Mathematics and Computing Science, Hunan University of Science and Technology, Xiangtan, Hunan, P.R. China;2. School of Science, Linyi University, Linyi, Shandong, P.R. China |
| Abstract: | |
| Keywords: | Malliavin calculus Sub-fractional Brownian motion Weighted cubic variation |