dc.contributor.author | Réveillac, Anthony | |
dc.date.accessioned | 2011-10-04T10:40:42Z | |
dc.date.available | 2011-10-04T10:40:42Z | |
dc.date.issued | 2009 | |
dc.identifier.uri | https://basepub.dauphine.fr/handle/123456789/7104 | |
dc.language.iso | en | en |
dc.subject | Functional limit theorems | en |
dc.subject | Malliavin calculus | en |
dc.subject | Two-parameter fractional Brownian motion | en |
dc.subject.ddc | 519 | en |
dc.title | Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets | en |
dc.type | Article accepté pour publication ou publié | |
dc.description.abstracten | 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. | en |
dc.relation.isversionofjnlname | Stochastic Analysis and Applications | |
dc.relation.isversionofjnlvol | 27 | en |
dc.relation.isversionofjnlissue | 1 | en |
dc.relation.isversionofjnldate | 2009 | |
dc.relation.isversionofjnlpages | 51-73 | en |
dc.relation.isversionofdoi | http://dx.doi.org/10.1080/07362990802564491 | en |
dc.identifier.urlsite | http://arxiv.org/abs/0801.3416v3 | en |
dc.description.sponsorshipprivate | oui | en |
dc.relation.isversionofjnlpublisher | Taylor & Francis | en |
dc.subject.ddclabel | Probabilités et mathématiques appliquées | en |