We consider infinite conformai function systems on ℝd. We study the geometric structure of the limit set of such systems. Suppose this limit set intersects some l-dimensional C¹-submanifold with ...
We derive limit theorems for the empirical distribution function of "devolatilized" increments of an Ito semimartingale observed at high frequencies. These "devolatilized" increments are formed by ...
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