2 papers
math.PR2017
Symmetric stochastic integrals with respect to a class of self-similar Gaussian processes
Daniel Harnett, Arturo Jaramillo, David Nualart
We study the asymptotic behavior of the -symmetric Riemman sums for functionals of a self-similar centered Gaussian process with increment exponent . We prove that, u…
math.PR2012
CLT for an iterated integral with respect to fBm with H > 1/2
Daniel Harnett, David Nualart
We construct an iterated stochastic integral with fractional Brownian motion with H > 1/2. The first integrand is a deterministic function, and each successive integral is with res…