Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes

David Nualart; Fangjun Xu

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arXiv · 1802.00709

Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes

David Nualart·Fangjun Xu

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Abstract

We derive the asymptotic behavior for an additive functional of two independent self-similar Gaussian processes when their intersection local time exists, using the method of moments.

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David Nualart, Fangjun Xu. 2018-02-02. Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes. https://arxiv.org/abs/1802.00709

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