Central limit theorem for functionals of two independent fractional Brownian motions (Q404596)
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scientific article; zbMATH DE number 6339812
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central limit theorem for functionals of two independent fractional Brownian motions |
scientific article; zbMATH DE number 6339812 |
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Central limit theorem for functionals of two independent fractional Brownian motions (English)
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4 September 2014
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fractional Brownian motion
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intersection local time
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local time
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method of moments
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0.9380876
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0.9348743
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0.9337038
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0.9161477
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0.91407454
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0.9111835
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0.9109268
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0.9108539
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