Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion (Q2641417)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion |
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 |
Statements
Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion (English)
0 references
20 August 2007
0 references
convergence in law
0 references
fractional Brownian motion
0 references
local time
0 references