dc.contributor.advisor | Nualart, David | |
dc.contributor.author | Harnett, Daniel M. | |
dc.date.accessioned | 2013-09-29T16:23:51Z | |
dc.date.available | 2013-09-29T16:23:51Z | |
dc.date.issued | 2013-08-31 | |
dc.date.submitted | 2013 | |
dc.identifier.other | http://dissertations.umi.com/ku:12904 | |
dc.identifier.uri | http://hdl.handle.net/1808/12238 | |
dc.description.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. | |
dc.format.extent | 150 pages | |
dc.language.iso | en | |
dc.publisher | University of Kansas | |
dc.rights | This item is protected by copyright and unless otherwise specified the copyright of this thesis/dissertation is held by the author. | |
dc.subject | Mathematics | |
dc.subject | Fractional brownian motion | |
dc.subject | Malliavin calculus | |
dc.subject | Stochastic integrals | |
dc.title | Central Limit Theorems for Some Symmetric Stochastic Integrals | |
dc.type | Dissertation | |
dc.contributor.cmtemember | Duncan, Tyrone E. | |
dc.contributor.cmtemember | Hu, Yaozhong | |
dc.contributor.cmtemember | Talata, Zsolt | |
dc.contributor.cmtemember | Ted, Juhl | |
dc.thesis.degreeDiscipline | Mathematics | |
dc.thesis.degreeLevel | Ph.D. | |
kusw.oastatus | na | |
dc.identifier.orcid | https://orcid.org/0000-0003-1156-9393 | |
kusw.oapolicy | This item does not meet KU Open Access policy criteria. | |
kusw.bibid | 8086193 | |
dc.rights.accessrights | openAccess | |