Time-localization of random distributions on Wiener space. II: Convergence, fractional Brownian density processes (Q1611283): Difference between revisions

[For part I (by the authors and \textit{D. Nualart}) see ibid. 6, No. 2, 183-205 (1997; Zbl 0874.60042).] From the authors' abstract: For a random element \({\mathcal X}\) of a nuclear space of distributions on Wiener space \(C([0, 1],\mathbb{R}^d)\), the localization problem consists in ``projecting'' \({\mathcal X}\) at each time \(t\in[0,1]\) in order to define an \({\mathcal S}'(\mathbb{R}^d)\)-valued process \(X=\{ X(t),\;t\in[0,1]\}\), called the time-localization of \({\mathcal X}\). The convergence problem consists in deriving weak convergence of time-localization process from weak convergence of the corresponding random distributions on \(C([0,1], \mathbb{R}^d) \).\dots we complete the solution of the convergence problem via an extension of the time-localization procedure. As an example, a fluctuation limit of a system of fractional Brownian motions yields a new class of \({\mathcal S}'( \mathbb{R}^d)\)-valued Gaussian processes, the ``fractional Brownian density processes''.