Analysis of the Rosenblatt process

DOI10.1051/ps:2007037zbMath1187.60028arXivmath/0606602OpenAlexW2099176558MaRDI QIDQ5190284

Ciprian A. Tudor

Publication date: 15 March 2010

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0606602

zbMATH Keywords

fractional Brownian motionMalliavin calculusSkorohod integralnon central limit theoremrosenblatt processstochastic calculus \(via\) regularization

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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