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  • 标题:Central limit theorem for an additive functional of the fractional Brownian motion II
  • 本地全文:下载
  • 作者:Nualart, David ; Xu, Fangjun
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2013
  • 卷号:18
  • 页码:1-10
  • DOI:10.1214/ECP.v18-2761
  • 语种:English
  • 出版社:Electronic Communications in Probability
  • 摘要:We prove a central limit theorem for an additivefunctional of the $d$-dimensional fractional Brownian motionwith Hurst index $H\in(\frac){d+2},\frac){d})$, using the method of moments,extending the result by Papanicolaou, Stroock and Varadhan in the case of the standard Brownian motion.
  • 关键词:ractional Brownian motion ; central limit theorem ; local time ; method of moments;60F05; 60G22
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