Functional limit theorems for multiparameter fractional Brownian motion

DOI10.1007/S10959-006-0014-5zbMATH Open1120.60029arXivmath/0405009OpenAlexW2051147523MaRDI QIDQ867069FDOQ867069

Authors: Anatoliy Malyarenko 

Publication date: 14 February 2007

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

Abstract: We prove a general functional limit theorem for multiparameter fractional Brownian motion. The functional law of the iterated logarithm, functional L'{e}vy's modulus of continuity and many other results are its particular cases. Applications to approximation theory are discussed.

Full work available at URL: https://arxiv.org/abs/math/0405009

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zbMATH Keywords

law of the iterated logarithmfunctional limit lawmultiparameter fractional Brownian motionLévy modulus of continuity

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Functional limit theorems; invariance principles (60F17)

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Cited In (17)

• A law of iterated logarithm for the subfractional Brownian motion and an application
• On limit theorems of some extensions of fractional Brownian motion and their additive functionals
• Asymptotic properties of integral functionals of fractional Brownian fields
• A Wick functional limit theorem
• A multiparameter Garsia-Rodemich-Rumsey inequality and some applications
• A weak limit theorem for generalized multifractional Brownian motion
• Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation
• Limit theorems for functions of a fractional Brownian motion
• A limit law for functionals of multiple independent fractional Brownian motions
• Central limit theorem for functionals of two independent fractional Brownian motions
• SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION
• Title not available (Why is that?)
• Donsker-type theorems for correlated geometric fractional Brownian motions and related processes
• An optimal series expansion of the multiparameter fractional Brownian motion
• Functional limit theorems for the fractional Ornstein-Uhlenbeck process
• Limit theorems for nonlinear functionals of Volterra processes via white noise analysis
• The Multiparameter Fractional Brownian Motion

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