Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion (Q2641417): Difference between revisions
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| Property / DOI: 10.1007/s10959-007-0054-5 / rank | |||
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| Property / cites work: Local Times and Sample Function Properties of Stationary Gaussian Processes / rank | |||
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| Property / cites work: Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties / rank | |||
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Latest revision as of 12:02, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion |
scientific article |
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Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion (English)
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20 August 2007
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convergence in law
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fractional Brownian motion
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local time
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