报告题目:Limit theorems for functionals of two independent fractional Brownian motions
摘要:
报告人:徐方军 华东师范大学
报告时间:7月31日 3:00-4:00
报告地点:1518
摘要:
Given two independent d-dimensional fractional Brownian motions (fBms) with the same Hurst index H, we consider the limit theorems for functionals of these two fBms in the cases Hd<2 and Hd=2.