Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion (Q254476): Difference between revisions

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Property / DOI: 10.1515/rose-2016-0001 / rank
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Latest revision as of 15:08, 8 December 2024

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Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion
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    Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion (English)
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    8 March 2016
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    Berry-Esseen bounds
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    Kolmogorov distance
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    almost sure central limit theorem
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    bifractional Brownian motion
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    Malliavin calculus
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    Wiener chaos
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    multiple stochastic integrals
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    quadratic variation
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