Scaling limits of continuous time random walks are used in physics to model anomalous diffusion, in which a cloud of particles spreads at a different rate than the classical Brownian motion. Governing ...
The Annals of Applied Probability, Vol. 24, No. 6 (December 2014), pp. 2491-2526 (36 pages) This paper presents the asymptotic theory for nondegenerate U-statistics of high frequency observations of ...
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