Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes
Probability
2018-02-05 v1
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.
Keywords
Cite
@article{arxiv.1802.00709,
title = {Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes},
author = {David Nualart and Fangjun Xu},
journal= {arXiv preprint arXiv:1802.00709},
year = {2018}
}