Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion (Q457621)
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scientific article; zbMATH DE number 6349083
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| English | Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion |
scientific article; zbMATH DE number 6349083 |
Statements
Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion (English)
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29 September 2014
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Malliavin calculus
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fractional Clark-Ocone formula
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Knight's theorem
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Tanaka formula
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0.8302748203277588
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0.8244763612747192
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0.8241013288497925
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0.802435040473938
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0.8011408448219299
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