A weak convergence to Hermite process by martingale differences

DOI10.1155/2014/307819zbMath1301.60048OpenAlexW2015751174WikidataQ59045891 ScholiaQ59045891MaRDI QIDQ471627

Ronglong Cheng, Xichao Sun

Publication date: 17 November 2014

Published in: Advances in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/307819

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05) Self-similar stochastic processes (60G18) Limit theorems in probability theory (60F99)

Related Items (1)

PRICING DERIVATIVES IN HERMITE MARKETS

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