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arXiv · 0801.3416

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

Anthony Reveillac
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Abstract

In 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.

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Anthony Reveillac. 2008-02-22. Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets. https://arxiv.org/abs/0801.3416

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