Limit theorems for functionals of two independent Gaussian processes
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Publication:2010501
DOI10.1016/j.spa.2018.12.014zbMath1448.60081arXiv1711.10642OpenAlexW2963410623WikidataQ128724407 ScholiaQ128724407MaRDI QIDQ2010501
Publication date: 27 November 2019
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.10642
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Functional limit theorems; invariance principles (60F17)
Related Items (5)
A limit law for functionals of multiple independent fractional Brownian motions ⋮ Higher-order derivative of self-intersection local time for fractional Brownian motion ⋮ Derivative of multiple self-intersection local time for fractional Brownian motion ⋮ Derivatives of local times for some Gaussian fields. II ⋮ Derivatives of local times for some Gaussian fields
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