Arturo Jaramillo

activity

20132026

most citedConvergence of the Fourth Moment and Infinite Divisibility

3 citations · 7 across the 23 of their papers we have counts for

collaborators

Showing 2017Show all

2 papers · 1 filter

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 $ν$ -symmetric Riemman sums for functionals of a self-similar centered Gaussian process $X$ with increment exponent $0 < α < 1$ . We prove that, u…

math.PR2017★ 2 cited

Functional limit theorem for the self-intersection local time of the fractional Brownian motion

Arturo Jaramillo, David Nualart

Let ${B_{t}}_{t \geq 0}$ be a $d$ -dimensional fractional Brownian motion with Hurst parameter $0 < H < 1$ , where $d \geq 2$ . Consider the approximation of the self-intersection local tim…