Stable Convergence of Certain Functionals of Diffusions Driven by fBm (Q3158138): Difference between revisions

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+José Rafael León
@@ Property / author: José Rafael León / rank @@
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+MaRDI publication profile
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@@ Property / cites work @@
+Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties
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+Central limit theorems for non-linear functionals of Gaussian fields
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+Non‐parametric Kernel Estimation of the Coefficient of a Diffusion
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+Stochastic analysis of fractional brownian motions
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+Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
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+An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
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+Integration par parties dans l'espace de Wiener et approximation du temps local. (Integration by parts in the Wiener space and approximation of local time)
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+Crossings and occupation measures for a class of semimartingales
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@@ Property / cites work @@
+Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
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@@ Property / full work available at URL @@
+https://doi.org/10.1081/sap-120028591
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@@ Property / OpenAlex ID @@
+W2037484186
@@ Property / OpenAlex ID: W2037484186 / rank @@
+Normal rank