Almost sure central limit theorems on the Wiener space
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Publication:988674
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
fractional Brownian motion; multiple stochastic integrals; almost sure limit theorem; Hermite power variation
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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