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arXiv · 1211.6413

A limit theorem for the sum of squared differences of an integrated Ito process with application to inverse scattering

John F. A. Fletcher
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Abstract

We investigate a functional obtained by summing the squared differences of the integral of an Ito process over disjoint intervals. The limit of this sum is shown to converge in probability to two thirds the quadratic variation of the underlying process. An application to inverse scattering from a random fractal surface is presented.

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John F. A. Fletcher. 2012-11-27. A limit theorem for the sum of squared differences of an integrated Ito process with application to inverse scattering. https://arxiv.org/abs/1211.6413

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