On the $1/H$-variation of the divergence integral with respect to a Hermite process
Probability
2025-09-16 v1
Abstract
In this paper, a divergence-type integral of a random integrand with respect to the Hermite process of order with Hurst parameter is defined and it is shown that the integral is of finite -variation.
Keywords
Cite
@article{arxiv.2509.11737,
title = {On the $1/H$-variation of the divergence integral with respect to a Hermite process},
author = {Petr Čoupek and Pavel Kříž and Matěj Svoboda},
journal= {arXiv preprint arXiv:2509.11737},
year = {2025}
}
Comments
21 pages