Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes
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Publication:5153148
DOI10.1090/tpms/1143zbMath1470.60111arXiv2011.02733OpenAlexW3201955532MaRDI QIDQ5153148
Giacomo Ascione, Enrica Pirozzi, Yuliya S. Mishura
Publication date: 29 September 2021
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.02733
fractional Brownian motionsubordinatorgeneralized Fokker-Planck equationweak convergence in Skorokhod space
Fractional processes, including fractional Brownian motion (60G22) Functional limit theorems; invariance principles (60F17) Fractional partial differential equations (35R11)
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