Title of article :
Central limit theorem for functionals of two independent fractional Brownian motions
Author/Authors :
Nualart، نويسنده , , J. David and Xu، نويسنده , , Fangjun، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2014
Abstract :
We prove a central limit theorem for functionals of two independent d -dimensional fractional Brownian motions with the same Hurst index H in ( 2 d + 2 , 2 d ) using the method of moments.
Keywords :
Local time , Method of Moments , Fractional Brownian motion , Intersection local time
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
