On the $1/H$-variation of the divergence integral with respect to a Hermite process
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arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| _version_ | 1866909788493840384 |
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| author | Čoupek, Petr Kříž, Pavel Svoboda, Matěj |
| author_facet | Čoupek, Petr Kříž, Pavel Svoboda, Matěj |
| contents | In this paper, a divergence-type integral of a random integrand with respect to the Hermite process of order $k\in\mathsf{N}$ with Hurst parameter $H\in (1/2,1)$ is defined and it is shown that the integral is of finite $1/H$-variation. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2509_11737 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | On the $1/H$-variation of the divergence integral with respect to a Hermite process Čoupek, Petr Kříž, Pavel Svoboda, Matěj Probability 60G22 (Primary) 60H07 (Secondary) In this paper, a divergence-type integral of a random integrand with respect to the Hermite process of order $k\in\mathsf{N}$ with Hurst parameter $H\in (1/2,1)$ is defined and it is shown that the integral is of finite $1/H$-variation. |
| title | On the $1/H$-variation of the divergence integral with respect to a Hermite process |
| topic | Probability 60G22 (Primary) 60H07 (Secondary) |
| url | https://arxiv.org/abs/2509.11737 |