Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes

DOI10.1016/J.SPA.2018.11.009MaRDI QIDQ2274266zbMATH OpenOpenAlexWikidataFDO

Authors David Nualart, Fangjun Xu

Publication date 19 September 2019

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1802.00709

zbMATH Keywords

chaining argumentGaussian processesintersection local timemethod of momentspairing technique

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22)

Abstract: We derive the asymptotic behavior for an additive functional of two independent self-similar Gaussian processes when their intersection local time exists, using the method of moments.

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Cited in

(6)

• Derivatives of local times for some Gaussian fields
• Higher-order derivative of self-intersection local time for fractional Brownian motion
• Derivative of multiple self-intersection local time for fractional Brownian motion
• Exact convergence rates to derivatives of local time for some self-similar Gaussian processes
• On the passage times of self-similar Gaussian processes on curved boundaries
• Odd fractional brownian motion and its main properties

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