A limit theorem for Bernoulli convolutions and the \(\Phi \)-variation of functions in the Takagi class
DOI10.1007/s10959-022-01157-1zbMath1502.60036arXiv2102.02745OpenAlexW4220822614WikidataQ113901057 ScholiaQ113901057MaRDI QIDQ2100020
Zhenyuan Zhang, Xiyue Han, Alexander Schied
Publication date: 21 November 2022
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.02745
central limit theoreminfinite Bernoulli convolutionpathwise Itô calculusTakagi classstochastic process with prescribed \(\Phi \)-variationWiener-Young \(\Phi \)-variation
Stochastic integrals (60H05) Fractals (28A80) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) (L^p)-limit theorems (60F25)
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