Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes

作者：Nualart, David; Xu, Fangjun^*

来源：Stochastic Processes and Their Applications, 2019, 129(10): 3981-4008.

DOI：10.1016/j.spa.2018.11.009

• Gaussian processes
• Intersection local time
• Method of moments
• Chaining argument
• pairing technique

We derive the asymptotic behavior for an additive functional of two independent self-similar Gaussian processes when their intersection local time exists, using the method of moments.

• 出版日期2019-10
• 单位华东师范大学