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