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Asymptotic Behavior of the Weighted Cross-Variation of a Fractional Brownian Sheet
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 Title & Authors
Asymptotic Behavior of the Weighted Cross-Variation of a Fractional Brownian Sheet
Kim, Yoon-Tae;
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 Abstract
By using the techniques of a Malliavin calculus, we study the asymptotic behavior of the weighted cross-variation of a fractional Brownian sheet with a Hurst parameter such that 0 < < 1/2 and 0 < < 1/2.
 Keywords
Malliavin calculus;fractional Brownian sheet;cross-variation;multiple stochastic integral;
 Language
English
 Cited by
 References
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