Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion
type: Item
instance of: scholarly article
title: Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion
zbMATH Open document ID: 1296.60055
author: Litan Yan
author: Cheng Ju
author: Chao Chen
published in: Journal of the Korean Statistical Society
publication date: 2014-09-29T00:00:00Z
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H07
zbMATH DE Number: 6349083
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: fractional Clark-Ocone formula
zbMATH Keywords: Knight's theorem
zbMATH Keywords: Tanaka formula
MaRDI profile type: Publication
full work available at URL: j.jkss.2012.01.008
OpenAlex ID: W2046702178
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cites work: The Malliavin Calculus and Related Topics
cites work: Q4226355
DOI: 10.1016/J.JKSS.2012.01.008
description: scientific article; zbMATH DE number 6349083