A Weak Convergence to Hermite Process by Martingale Differences

作者：Sun Xichao^*; Cheng Ronglong

来源：Advances in Mathematical Physics, 2014, 2014: 307819.

DOI：10.1155/2014/307819

We consider the weak convergence to general Hermite process Z(H,k) of order k with index H. By applying martingale differences we construct a sequence {Z(H,k)((n)), n = 1, 2,...} of multiple Wiener-Ito stochastic integrals such that it converges in distribution to the Hermite process Z(H,k).

• 出版日期2014
• 单位蚌埠学院