On tightness and weak convergence in the approximation of the occupation measure of fractional Brownian motion

DOI10.1007/S10959-009-0249-ZMaRDI QIDQ616264zbMATH OpenOpenAlexFDO

Authors Serge Cohen, Mario Wschebor

Publication date 7 January 2011

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-009-0249-z

zbMATH Keywords

fractional Brownian motionlimit theoremoccupation measure

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22)

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• Limit theorems and strong approximation for occupation times problem of sub-fractional Brownian motion in a class of Besov spaces
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Cites work

• A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
• Almost sure oscillation of certain random processes
• Convergence in fractional models and applications
• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems

Cited in

(3)

• On the approximations of point measures associated with the Brownian web by means of the fractional step method and discretization of the initial interval
• Approximation of fractional local times: zero energy and derivatives
• Limit theorems and strong approximation for occupation times problem of sub-fractional Brownian motion in a class of Besov spaces

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