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Response solutions for arbitrary quasi-periodic perturbations with Bryuno frequency vector
quasi-periodic perturbations Bryuno frequency vector
2010/11/9
We study the problem of existence of response solutions for a real-analytic one-dimensional system, consisting of a rotator subjected to a small quasi-periodic forcing. We prove that at least one res...
Is Brownian motion necessary to model high-frequency data?
Brownian motion high-frequency data
2010/11/18
This paper considers the problem of testing for the presence of a continuous part in a semimartingale sampled at high frequency. We provide two tests, one where the null hypothesis is that a continuou...