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arXiv · 2509.11737

On the $1/H$-variation of the divergence integral with respect to a Hermite process

Petr Čoupek·Pavel Kříž·Matěj Svoboda
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Abstract

In this paper, a divergence-type integral of a random integrand with respect to the Hermite process of order $k\in\mathsf{N}$ with Hurst parameter $H\in (1/2,1)$ is defined and it is shown that the integral is of finite $1/H$-variation.

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Petr Čoupek, Pavel Kříž, Matěj Svoboda. 2025-09-15. On the $1/H$-variation of the divergence integral with respect to a Hermite process. https://arxiv.org/abs/2509.11737

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