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Dr. Raghid Zeineddine

Fractional Brownian motion in Brownian time: stochastic calculus and related limit theorems
Wann 12.07.2017
von 14:15 bis 15:00
Wo Raum 232, Eckerstraße 1
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It is a great pleasure to announce the FRIAS introduction talk of Raghid Zeineddine

Fractional Brownian motion in Brownian time: stochastic calculus and related limit theorems.

In this talk, he would like to introduce the so-called fractional Brownian motion in Brownian time and to show what was the historical motivation to build a stochastic integral with respect to it. Then, he will show the main limit theorem in my recently published paper entitled: Asymptotic behavior of the weighted power variations of the fractional Brownian motion in Brownian time.