Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Stochastic Analysis and Applications Année : 2008

Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets

Résumé

In this article, we state and prove a central limit theorem for the finite-dimensional laws of the quadratic variations process of certain fractional Brownian sheets. The main tool of this article is a method developed by Nourdin and Nualart in [18] based on the Malliavin calculus.

Dates et versions

hal-00918480 , version 1 (13-12-2013)

Identifiants

Citer

Anthony Réveillac. Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets. Stochastic Analysis and Applications, 2008, 27 (01), pp.51-73. ⟨10.1080/07362990802564491⟩. ⟨hal-00918480⟩
28 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More