Almost sure central limit theorems on the Wiener space

DOI10.1016/j.spa.2010.05.004zbMath1219.60020arXiv0912.2398MaRDI QIDQ988674

Bernard Bercu, Murad S. Taqqu, Ivan Nourdin

Publication date: 18 August 2010

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.2398

zbMATH Keywords

fractional Brownian motion; multiple stochastic integrals; almost sure limit theorem; Hermite power variation

Mathematics Subject Classification ID

60G15: Gaussian processes

60F05: Central limit and other weak theorems

60F15: Strong limit theorems

60H05: Stochastic integrals

60H07: Stochastic calculus of variations and the Malliavin calculus

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