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Analysis of variations of stochastic integrals
 Svoboda, Matěj ; Čoupek, Petr (advisor) ; Maslowski, Bohdan (referee)
In this thesis, we study the 1/H-variations of stochastic integrals, where the integrators are the fractional Brownian motion and Rosenblatt process (with the Hurst parameter H> 1/2). The considered stochastic integrals are defined as the Skorokhod integrals within the framework of Malliavin calculus. We summarize the already established results about the 1/H-variation of the integral with respect to the fractional Brownian motion and then apply the techniques used therein to obtain the form of the 1/H-variation of the integral with respect to the Rosenblatt process. 1
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