On tightness and weak convergence in the approximation of the occupation measure of fractional Brownian motion (Q616264)
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scientific article; zbMATH DE number 5833870
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| English | On tightness and weak convergence in the approximation of the occupation measure of fractional Brownian motion |
scientific article; zbMATH DE number 5833870 |
Statements
On tightness and weak convergence in the approximation of the occupation measure of fractional Brownian motion (English)
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7 January 2011
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occupation measure
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fractional Brownian motion
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limit theorem
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0.7965692281723022
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0.7953216433525085
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0.7833017706871033
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0.7795591354370117
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0.7767777442932129
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