Analysis of the Rosenblatt process

ESAIM - Probability and Statistics

Volumn 12, Issue , 2008, Pages 230-257

  Tudor, Ciprian A ^a  

^a University Paris I Sorbonne Panthéon   (France)

Author keywords

Fractional Brownian motion; Malliavin calculus; Non Central Limit Theorem; Rosenblatt process; Skorohod integral; Stochastic calculus via regularization

Indexed keywords

EID: 69849098174     PISSN: 12928100     EISSN: 12623318     Source Type: Journal    
DOI: 10.1051/ps:2007037     Document Type: Article

References (47)