Symmetric Stochastic Integrals with Respect to a Class of Self-similar Gaussian Processes

Daniel Harnett, Arturo Jaramillo () and David Nualart
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Daniel Harnett: University of Wisconsin-Stevens Point
Arturo Jaramillo: University of Kansas
David Nualart: University of Kansas

Journal of Theoretical Probability, 2019, vol. 32, issue 3, 1105-1144

Abstract: Abstract We study the asymptotic behavior of the $$\nu $$ ν -symmetric Riemann sums for functionals of a self-similar centered Gaussian process X with increment exponent $$0 (2\ell +1)^{-1}$$ α > ( 2 ℓ + 1 ) - 1 , we prove that the convergence holds in probability.

Keywords: Fractional Brownian motion; Self-similar processes; Stratonovich integrals; Central limit theorem; 60H05; 60G18; 60G22; 60H07 (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1007/s10959-018-0833-1

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