DOI QR코드

DOI QR Code

Asymptotic Behavior of the Weighted Cross-Variation of a Fractional Brownian Sheet

  • 투고 : 2011.11.09
  • 심사 : 2012.03.06
  • 발행 : 2012.05.31

초록

By using the techniques of a Malliavin calculus, we study the asymptotic behavior of the weighted cross-variation of a fractional Brownian sheet with a Hurst parameter $H=(H_1,H_2)$ such that 0 < $H_1$ < 1/2 and 0 < $H_1$ < 1/2.

키워드

참고문헌

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