Wiener integrals with respect to the hermite process and a non-central limit theorem

Stochastic Analysis and Applications

Volumn 25, Issue 5, 2007, Pages 1043-1056

  Maejima, Makoto ^a   Tudor, Ciprian A ^b  

^a KEIO UNIVERSITY   (Japan)

^b University Paris I Sorbonne Panthéon   (France)

Author keywords

Fractional Brownian motion; Hermite process; Non central limit theorems; Ornstein Uhlenbeck process; Wiener integral

Indexed keywords

EID: 34548405281     PISSN: 07362994     EISSN: 15329356     Source Type: Journal    
DOI: 10.1080/07362990701540519     Document Type: Article

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