A self-similar Gaussian process

DOI10.1515/ROSE-2014-0009MaRDI QIDQ2247973zbMATH OpenOpenAlexFDO

Authors Aissa Sghir

Publication date 30 June 2014

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose-2014-0009

zbMATH Keywords

\(P\)-variationBesov spacesChung's type law of iterated logarithmfractional Brownian motioninvariance principlesub-fractional Brownian motion

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Self-similar stochastic processes (60G18)

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• Berry-Esséen bounds and almost sure CLT for the quadratic variation of a class of Gaussian process
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