• français
    • English
  • English 
    • français
    • English
  • Login
JavaScript is disabled for your browser. Some features of this site may not work without it.
BIRD Home

Browse

This CollectionBy Issue DateAuthorsTitlesSubjectsJournals BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesSubjectsJournals

My Account

Login

Statistics

View Usage Statistics

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

Thumbnail
Date
2009
Link to item file
http://arxiv.org/abs/0801.3416v3
Dewey
Probabilités et mathématiques appliquées
Sujet
Functional limit theorems; Malliavin calculus; Two-parameter fractional Brownian motion
Journal issue
Stochastic Analysis and Applications
Volume
27
Number
1
Publication date
2009
Article pages
51-73
Publisher
Taylor & Francis
DOI
http://dx.doi.org/10.1080/07362990802564491
URI
https://basepub.dauphine.fr/handle/123456789/7104
Collections
  • CEREMADE : Publications
Metadata
Show full item record
Author
Réveillac, Anthony
Type
Article accepté pour publication ou publié
Abstract (EN)
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.

  • Accueil Bibliothèque
  • Site de l'Université Paris-Dauphine
  • Contact
SCD Paris Dauphine - Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16

 Content on this site is licensed under a Creative Commons 2.0 France (CC BY-NC-ND 2.0) license.