Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion
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Publication:2641417
DOI10.1007/s10959-007-0054-5zbMath1120.60071arXivmath/0702330OpenAlexW2093985443MaRDI QIDQ2641417
Publication date: 20 August 2007
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0702330
Related Items (12)
Continuity in law of some additive functionals of bifractional Brownian motion ⋮ Moduli of continuity of the local time of a class of sub-fractional Brownian motions ⋮ Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise ⋮ Continuity with respect to the Hurst parameter of solutions to stochastic evolution equations driven by \(H\)-valued fractional Brownian motion ⋮ On limit theorems of some extensions of fractional Brownian motion and their additive functionals ⋮ SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index ⋮ Continuity in the Hurst parameter of the law of the Wiener integral with respect to the fractional Brownian motion ⋮ Continuity in the Hurst parameter of the law of the symmetric integral with respect to the fractional Brownian motion ⋮ SPDEs with fractional noise in space: continuity in law with respect to the Hurst index ⋮ Continuity in the Hurst index of the local times of anisotropic Gaussian random fields ⋮ Occupation time problem for multifractional Brownian motion ⋮ On moduli of continuity for local times of fractional stable processes
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