Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion
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Publication:1038965
DOI10.1214/ECP.v14-1481zbMath1189.60085arXiv0907.1116OpenAlexW1987269329MaRDI QIDQ1038965
Publication date: 20 November 2009
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0907.1116
fractional Brownian motionStein's methodlimit theoremsmultiple stochastic integralshermite processesselfsimilar processes
Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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