On tightness and weak convergence in the approximation of the occupation measure of fractional Brownian motion (Q616264): Difference between revisions
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| Property / DOI: 10.1007/s10959-009-0249-z / rank | |||
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| Property / cites work: Q5558293 / rank | |||
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| Property / cites work: Convergence in fractional models and applications / rank | |||
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| Property / DOI: 10.1007/S10959-009-0249-Z / rank | |||
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Latest revision as of 22:40, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On tightness and weak convergence in the approximation of the occupation measure of fractional Brownian motion |
scientific article |
Statements
On tightness and weak convergence in the approximation of the occupation measure of fractional Brownian motion (English)
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7 January 2011
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occupation measure
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fractional Brownian motion
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limit theorem
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