Sub-fractional Brownian motion and its relation to occupation times
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Publication:1771479
DOI10.1016/j.spl.2004.06.035zbMath1076.60027OpenAlexW2152838163MaRDI QIDQ1771479
Tomasz Bojdecki, Anna Talarczyk, Louis G. Gorostiza
Publication date: 21 April 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2004.06.035
Gaussian processes (60G15) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17)
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