Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets
Date
2009Link to item file
http://arxiv.org/abs/0801.3416v3Dewey
Probabilités et mathématiques appliquéesSujet
Functional limit theorems; Malliavin calculus; Two-parameter fractional Brownian motionJournal issue
Stochastic Analysis and ApplicationsVolume
27Number
1Publication date
2009Article pages
51-73Publisher
Taylor & FrancisCollections
Metadata
Show full item recordAuthor
Réveillac, Anthony