Second-order limit laws for occupation times of fractional Brownian motion
From MaRDI portal
Publication:4684864
DOI10.1017/jpr.2017.10zbMath1400.60038arXiv1310.3649OpenAlexW2963422519MaRDI QIDQ4684864
No author found.
Publication date: 26 September 2018
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1310.3649
Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22)
Related Items (4)
A first-order limit law for functionals of two independent fractional Brownian motions in the critical case ⋮ A limit law for functionals of multiple independent fractional Brownian motions ⋮ Limit theorems for functionals of two independent Gaussian processes ⋮ Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes
Cites Work
- Unnamed Item
- Central limit theorem for an additive functional of the fractional Brownian motion. II.
- Another limit theorem for slowly increasing occupation times
- A limit theorem for slowly increasing occupation times
- A limit theorem for occupation times of fractional Brownian motion
- Central limit theorem for an additive functional of the fractional Brownian motion
- A second order limit law for occupation times of the Cauchy process
- On limit processes for a class of additive functional of recurrent diffusion processes
- Ergodic Property of the Brownian Motion Process
This page was built for publication: Second-order limit laws for occupation times of fractional Brownian motion