Limit theorems for logarithmic averages of fractional Brownian motions
From MaRDI portal
Publication:1970313
DOI10.1023/A:1021641020103zbMath0964.60036OpenAlexW147213828MaRDI QIDQ1970313
Publication date: 2 July 2001
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1021641020103
Related Items (4)
Almost sure limit theorems on Wiener chaos: the non-central case ⋮ Almost sure central limit theorems on the Wiener space ⋮ A tree approach to \(p\)-variation and to integration ⋮ On large deviations for some sequences of weighted means of Gaussian processes
This page was built for publication: Limit theorems for logarithmic averages of fractional Brownian motions