Central Limit Theorems for Some Symmetric Stochastic Integrals

Harnett, Daniel M.

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Issue Date

2013-08-31

Author

Harnett, Daniel M.

Publisher

University of Kansas

Format

150 pages

Type

Dissertation

Degree Level

Ph.D.

Discipline

Mathematics

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This item is protected by copyright and unless otherwise specified the copyright of this thesis/dissertation is held by the author.

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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.

URI

http://hdl.handle.net/1808/12238

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Mathematics Dissertations and Theses [179]

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