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dc.contributor.advisorNualart, David
dc.contributor.authorHarnett, Daniel M.
dc.date.accessioned2013-09-29T16:23:51Z
dc.date.available2013-09-29T16:23:51Z
dc.date.issued2013-08-31
dc.date.submitted2013
dc.identifier.otherhttp://dissertations.umi.com/ku:12904
dc.identifier.urihttp://hdl.handle.net/1808/12238
dc.description.abstractThe 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.
dc.format.extent150 pages
dc.language.isoen
dc.publisherUniversity of Kansas
dc.rightsThis item is protected by copyright and unless otherwise specified the copyright of this thesis/dissertation is held by the author.
dc.subjectMathematics
dc.subjectFractional brownian motion
dc.subjectMalliavin calculus
dc.subjectStochastic integrals
dc.titleCentral Limit Theorems for Some Symmetric Stochastic Integrals
dc.typeDissertation
dc.contributor.cmtememberDuncan, Tyrone E.
dc.contributor.cmtememberHu, Yaozhong
dc.contributor.cmtememberTalata, Zsolt
dc.contributor.cmtememberTed, Juhl
dc.thesis.degreeDisciplineMathematics
dc.thesis.degreeLevelPh.D.
kusw.oastatusna
dc.identifier.orcidhttps://orcid.org/0000-0003-1156-9393
kusw.oapolicyThis item does not meet KU Open Access policy criteria.
dc.rights.accessrightsopenAccess


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