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Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets

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 نشر من قبل Anthony R\\'eveillac
 تاريخ النشر 2008
  مجال البحث
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 تأليف Anthony Reveillac




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In this paper we state and prove a central limit theorem for the finite-dimensional laws of the quadratic variations process of certain fractional Brownian sheets. The main tool of this article is a method developed by Nourdin and Nualart based on the Malliavin calculus.

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