Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model
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Publication:3633141
DOI10.1080/07362990902844371zbMath1166.60313arXivmath/0703085OpenAlexW2137029871MaRDI QIDQ3633141
Soledad Torres, Ciprian A. Tudor
Publication date: 17 June 2009
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0703085
Stochastic models in economics (91B70) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17)
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