Almost sure central limit theorems on the Wiener space

DOI10.1016/j.spa.2010.05.004zbMath1219.60020arXiv0912.2398OpenAlexW2101069571MaRDI 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 motionmultiple stochastic integralsalmost sure limit theoremHermite power variation

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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