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

DOI10.1007/S10959-009-0249-ZzbMATH Open1205.60043OpenAlexW2027572101MaRDI QIDQ616264FDOQ616264

Mario Wschebor, Serge Cohen

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

Recommendations

• Limit theorems and strong approximation for occupation times problem of sub-fractional Brownian motion in a class of Besov spaces
• Weak convergence to the fractional Brownian sheet in Besov spaces
• Approximation of occupation time functionals
• Weak convergence to fractional Brownian motion in some anisotropic Besov space
• The functional central limit theorem for Baxter sums of fractional Brownian motion

zbMATH Keywords

fractional Brownian motionoccupation measurelimit theorem

Mathematics Subject Classification ID

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

Cites Work

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• A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
• Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems
• Almost sure oscillation of certain random processes
• Convergence in fractional models and applications

Cited In (2)

• Approximation of fractional local times: zero energy and derivatives
• On the approximations of point measures associated with the Brownian web by means of the fractional step method and discretization of the initial interval

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