On tightness and weak convergence in the approximation of the occupation measure of fractional Brownian motion (Q616264): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Q5558293 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Almost sure oscillation of certain random processes / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Convergence in fractional models and applications / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5560061 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3959169 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS / rank | |||
Normal rank | |||
Latest revision as of 14:41, 3 July 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)
0 references
7 January 2011
0 references
occupation measure
0 references
fractional Brownian motion
0 references
limit theorem
0 references
0 references
