A first-order limit law for functionals of two independent fractional Brownian motions in the critical case (Q325908): Difference between revisions

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-Jun-na Bi
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+Jun-na Bi
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+MaRDI publication profile
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+https://doi.org/10.1007/s10959-015-0604-1
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+W2073872266
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+Q3357230
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+Q4399897
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+Propriétés d'intersection des marches aléatoires. II: Étude des cas critiques. (Properties of intersection of random walks. II: Study of the critical case)
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+Central limit theorem for an additive functional of the fractional Brownian motion
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+Central limit theorem for an additive functional of the fractional Brownian motion. II.
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@@ Property / cites work @@
+Central limit theorem for functionals of two independent fractional Brownian motions
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+Q4497373
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+Intersection local time for two independent fractional Brownian motions
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+Regularity of intersection local times of fractional Brownian motions
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+Second-order limit laws for occupation times of fractional Brownian motion
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