Weak approximation for Gaussian processes from renewal processes

DOI10.1080/07362994.2026.2657387MaRDI QIDQ7313215zbMATH OpenFDO

Authors Xavier Bardina, Salim Boukfal, Marc Cano, Carles Rovira

Publication date 12 August 2026

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/07362994.2026.2657387

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Renewal theory (60K05)

Cites work

• A stochastic model related to the telegrapher's equation
• Almost Sure Comparisons of Renewal Processes and Poisson Processes, with Application to Reliability Theory
• Almost Sure Convergence of Uniform Transport Processes to Brownian Motion
• Approximations of a complex Brownian motion by processes constructed from a Lévy process
• Lectures on topics in stochastic differential equations
• Strong limit of processes constructed from a renewal process
• Substitution in Conditional Expectation
• Weak approximation for a class of Gaussian processes
• Weak convergence to the multiple Stratonovich integral.

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