7-31天元基金几何与随机分析及其应用交叉讲座之69【徐方军】

发布者:系统管理员发布时间:2017-07-24浏览次数:30

报告题目:Limit theorems for functionals of two independent fractional Brownian motions

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.