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Central Limit Theorems for Some Symmetric Stochastic Integrals

Harnett, Daniel M.
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Abstract
The problem of stochastic integration with respect to fractional Brownian motion (fBm) with H 1/4, but not in general if H 1/2. This result approximates an fBm version of Spitzer's theorem for planar Brownian motion.
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2013-08-31
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University of Kansas
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Mathematics Dissertations and Theses
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Harnett_ku_0099D_12904_DATA_1.pdf
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Mathematics, Fractional brownian motion, Malliavin calculus, Stochastic integrals
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https://hdl.handle.net/1808/12238
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