Journal of Statistics: Advances in Theory and ApplicationsAuthor's: Junfeng Liu and Litan Yan
Pages: [113] - [133]
Received Date: December 21, 2009
Submitted by:
In this note, we consider the distribution of the random variable
and obtain the expression of its
characteristic function, where 
and 
are two independent sub-fractional Brownian
motions with indices 
and 
respectively.
sub-fractional Brownian motion, stochastic integral, characteristic function.
