Symmetric stochastic integrals with respect to a class of self-similar Gaussian processes

DOI10.1007/s10959-018-0833-1zbMath1487.60103arXiv1706.03890OpenAlexW2963068240WikidataQ129801150 ScholiaQ129801150MaRDI QIDQ2312765

Daniel Harnett, Arturo Jaramillo, David Nualart

Publication date: 18 July 2019

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.03890

zbMATH Keywords

fractional Brownian motioncentral limit theoremself-similar processesStratonovich integrals

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Self-similar stochastic processes (60G18)

Related Items (max. 100)

Fluctuations for matrix-valued Gaussian processes

Cites Work

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