Wiener integrals with respect to the Hermite process and a Non-Central Limit Theorem
Résumé
We introduce Wiener integrals with respect to the Hermite process and we prove a Non-Central Limit Theorem in which this integral appears as limit. As an example, we study a generalization of the fractional Ornstein-Uhlenbeck process.
Domaines
Probabilités [math.PR]
Origine : Fichiers produits par l'(les) auteur(s)
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