Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets

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dc.creatorReveillac, Anthony
dc.date2008-01-22
dc.date2008-02-22
dc.date.accessioned2026-07-07T09:22:14Z
dc.date.available2026-07-07T09:22:14Z
dc.descriptionIn this paper we state and prove a central limit theorem for the finite-dimensional laws of the quadratic variations process of certain fractional Brownian sheets. The main tool of this article is a method developed by Nourdin and Nualart based on the Malliavin calculus.
dc.description25 pages
dc.identifierhttps://arxiv.org/abs/0801.3416
dc.identifierhttp://arxiv.org/abs/0801.3416
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/155304
dc.subjectProbability
dc.subject60G60, 60F05, 60G18, 60H07
dc.titleConvergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets
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