Self-similar processes are stochastic processes that are invariant in distribution under
suitable time scaling, and are a subject intensively studied in the last few decades. This …

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Hermite variations are variants of the p-variations of stochastic processes, involving the
Hermite polynomials applied to the increment of the process under analysis. This type of …

This thesis is organized in three distinct parts, all of which focus on the application of the
Malliavin calculus to various areas of stochastic analysis such as limit theorems, fractional …