Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion
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Publication:2641417
DOI10.1007/s10959-007-0054-5zbMath1120.60071arXivmath/0702330MaRDI QIDQ2641417
Publication date: 20 August 2007
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0702330
Related Items
Continuity in the Hurst parameter of the law of the Wiener integral with respect to the fractional Brownian motion, Continuity in the Hurst parameter of the law of the symmetric integral with respect to the fractional Brownian motion, Continuity in the Hurst index of the local times of anisotropic Gaussian random fields, On moduli of continuity for local times of fractional stable processes
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