We show in this work that the limit in law of the cross-variation of processes having the form of Young integral with respect to a general self-similar centered Gaussian process of orderβ∈(1/2,3/4]is normal accordin...We show in this work that the limit in law of the cross-variation of processes having the form of Young integral with respect to a general self-similar centered Gaussian process of orderβ∈(1/2,3/4]is normal according to the values ofβ.We apply our results to two self-similar Gaussian processes:the subfractional Brownian motion and the bifractional Brownian motion.展开更多
基金The first author was supported by the Fulbright joint supervision program for PhD students for the academic year 2018-2019 between Cadi Ayyad University and Michigan State University.
文摘We show in this work that the limit in law of the cross-variation of processes having the form of Young integral with respect to a general self-similar centered Gaussian process of orderβ∈(1/2,3/4]is normal according to the values ofβ.We apply our results to two self-similar Gaussian processes:the subfractional Brownian motion and the bifractional Brownian motion.
