, En effet, pour (?, ?) ? ( 3 4 , 1) 2 , la mesure induite par M ?,? dans C [0, 1] 2 est équivalente à celle de W . D'où, la propriété de convergence presque sure dans ce cas est indépendante de (?, ?) Par conséquent
Drap brownien fractionnaire, Potential Analysis, vol.17, issue.1, pp.31-43, 2002. ,
Mixed Brownian???fractional Brownian model: absence of arbitrage and related topics, Stochastics, vol.237, issue.5, pp.281-300, 2006. ,
DOI : 10.1007/978-3-662-02619-9
Stochastic calculus with respect to Gaussian processes, Ann. Probab, vol.29, issue.2, pp.766-801, 2001. ,
Identifying the multifractional function of a Gaussian process, Statistics & Probability Letters, vol.39, issue.4, pp.337-345, 1998. ,
DOI : 10.1016/S0167-7152(98)00078-9
Central limit theorems for non-linear functionals of Gaussian fields, Journal of Multivariate Analysis, vol.13, issue.3, pp.425-441, 1983. ,
DOI : 10.1016/0047-259X(83)90019-2
Realized power variation and stochastic volatility models, Bernoulli, vol.9, issue.2, pp.243-265, 2003. ,
DOI : 10.3150/bj/1068128977
Power and Bipower Variation with Stochastic Volatility and Jumps, Journal of Financial Econometrics, vol.2, issue.1, pp.1-48, 2004. ,
DOI : 10.1093/jjfinec/nbh001
LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS, disponible sur, 2005. ,
DOI : 10.2307/3318650
URL : https://hal.archives-ouvertes.fr/hal-00004604
Mixed Fractional Brownian Motion, Bernoulli, vol.7, issue.6, pp.913-934, 2001. ,
DOI : 10.2307/3318626
Asymptotic behavior of mixed power variations and statistical estimation in mixed models. 2O13, disponible sur le site ,
URL : https://hal.archives-ouvertes.fr/hal-01095611
Non-central limit theorems for non-linear functional of Gaussian fields, Zeitschrift f???r Wahrscheinlichkeitstheorie und Verwandte Gebiete, vol.31, issue.No. 1, pp.27-52, 1979. ,
DOI : 10.1007/BF00535673
Mixed fractional Brownian motion: some related questions for computer network traffic modeling, 2008 International Conference on Signals and Electronic Systems, pp.393-396, 2008. ,
DOI : 10.1109/ICSES.2008.4673446
Fractionnal integrals and Brownian processes, Potential Analysis, vol.10, issue.3, pp.273-288, 1999. ,
DOI : 10.1023/A:1008630211913
Gaussian Processes, Translations of Mathematical Monographs, vol.120, 1976. ,
On the fractional anisotropicwiener field, Probability and Mathematical Statistics, vol.16, issue.1, pp.85-98, 1996. ,
Stochastic calculus for fractional Brownian motion and related processes, Lecture Notes in Mathematics, vol.1929, 1929. ,
DOI : 10.1007/978-3-540-75873-0
Mixed stochastic differential equations with longrange dependence : Existence, uniqueness and convergence of solutions, Disponible sur ,
Fractional Brownian Motions, Fractional Noises and Applications, SIAM Review, vol.10, issue.4, pp.422-437, 1968. ,
DOI : 10.1137/1010093
Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion, The Annals of Probability, vol.36, issue.6, pp.2159-2175, 2008. ,
DOI : 10.1214/07-AOP385
URL : https://hal.archives-ouvertes.fr/hal-00144589
Lectures on Gaussian approximations with Malliavin calculus. 2012, disponible sur la page web de I ,
URL : https://hal.archives-ouvertes.fr/hal-00680319
Central and non-central limit theorems for weighted power variations of fractional Brownian motion, Annales de l'Institut Henri Poincar??, Probabilit??s et Statistiques, vol.46, issue.4, pp.1055-1079, 2010. ,
DOI : 10.1214/09-AIHP342
URL : https://hal.archives-ouvertes.fr/hal-00559457
Central limit theorems for sequences of multiple stochastic integrals, The Annals of Probability, vol.33, issue.1, pp.173-193, 2005. ,
DOI : 10.1214/009117904000000621
Normal approximations with Malliavin calculs From Stein's method to universality. 1ère édition, 2012. ,
Selected aspects of fractional Brownian motion. Italia, 2012. ,
URL : https://hal.archives-ouvertes.fr/hal-01314412
Estimation of quadratic variations for two parameter diffusions. disponible sur ,
Hermite varitions of the fractional Brownian sheet. Publié sur le site http ,
Strong Laws of Large Numbers for $r$-Dimensional Arrays of Random Variables, The Annals of Probability, vol.1, issue.1, pp.164-170, 1973. ,
DOI : 10.1214/aop/1176997031
Testing for jumps in discretly observed process, Ann. Stat, vol.37, issue.1, pp.184-222, 2009. ,
Volatility estimators for discretely sampled Lévy process, Ann. Stat, vol.35, issue.1, pp.335-392, 2007. ,
Gaussian Limits for Vector-valued Multiple Stochastic Integrals, Lecture Notes in Mathematics, vol.1857, pp.247-262, 2005. ,
DOI : 10.1007/978-3-540-31449-3_17
Convergence of integrated processes of arbitrary Hermite rank, Zeitschrift f???r Wahrscheinlichkeitstheorie und Verwandte Gebiete, vol.7, issue.1, pp.53-83, 1979. ,
DOI : 10.1007/BF00535674