Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets (Q3611809)
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scientific article; zbMATH DE number 5522359
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| English | Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets |
scientific article; zbMATH DE number 5522359 |
Statements
Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets (English)
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3 March 2009
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functional limit theorems
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Malliavin calculus
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two-parameter fractional Brownian motion
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0.92590564
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0.8966272
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0.89532286
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0.8952098
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0.89229184
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0.89121974
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0.89087766
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0.8902421
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