On the convergence to the multiple subfractional Wiener-Itō integral

DOI10.1016/j.jkss.2012.02.002zbMath1296.60064MaRDI QIDQ457622

Litan Yan, Chao Chen, Guang Jun Shen

Publication date: 29 September 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2012.02.002

zbMATH Keywords

weak convergence; subfractional Brownian motion; multiple subfractional Wiener-Itō integral

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G22: Fractional processes, including fractional Brownian motion

60H05: Stochastic integrals

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