Weak convergence to fractional Brownian motion in some anisotropic Besov space (Q2566579)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence to fractional Brownian motion in some anisotropic Besov space |
scientific article |
Statements
Weak convergence to fractional Brownian motion in some anisotropic Besov space (English)
0 references
26 September 2005
0 references
The aim of this paper is to provide a rather general framework to the study of Besov weak convergence of processes indexed by \(R^2\). The author gives some limit theorems for the occupation times of 1-dimensional Brownian motion in some anisotropic Besov space. To prove the main results one needs a characterization of Besov spaces in terms of the coefficients of the expansion of continuous functions in the Faber-Schauder basis.
0 references
0 references