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

dc.contributor.authorRéveillac, Anthony
dc.date.accessioned2011-10-04T10:40:42Z
dc.date.available2011-10-04T10:40:42Z
dc.date.issued2009
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/7104
dc.language.isoenen
dc.subjectFunctional limit theoremsen
dc.subjectMalliavin calculusen
dc.subjectTwo-parameter fractional Brownian motionen
dc.subject.ddc519en
dc.titleConvergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheetsen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenIn 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.isversionofjnlnameStochastic Analysis and Applications
dc.relation.isversionofjnlvol27en
dc.relation.isversionofjnlissue1en
dc.relation.isversionofjnldate2009
dc.relation.isversionofjnlpages51-73en
dc.relation.isversionofdoihttp://dx.doi.org/10.1080/07362990802564491en
dc.identifier.urlsitehttp://arxiv.org/abs/0801.3416v3en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherTaylor & Francisen
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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