Fangjun Xu

most citedCentral limit theorem for functionals of two independent fractional Brownian motions

1 citations · 1 across the 3 of their papers we have counts for

collaborators

3 papers

math.PR2013

Central limit theorem for an additive functional of the fractional Brownian motion II

David Nualart, Fangjun Xu

We prove a central limit theorem for an additive functional of the $d$ -dimensional fractional Brownian motion with Hurst index $H \in (\frac{1}{2 + d}, \frac{1}{d})$ , using the method o…

math.PR2012★ 1 cited

Central limit theorem for functionals of two independent fractional Brownian motions

David Nualart, Fangjun Xu

We prove a central limit theorem for functionals of two independent $d$ -dimensional fractional Brownian motions with the same Hurst index $H$ in $(\frac{2}{d + 1}, \frac{2}{d})$ using…

math.PR2012

Markov Chain Approximations to Singular Stable-like Processes

Fangjun Xu

We consider the Markov chain approximations for singular stable-like processes. First we obtain properties of some Markov chains. Then we construct the approximating Markov chains…