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Continuity in law with respect to the Hurst index of some additive functionals of sub-fractional Brownian motion - MaRDI portal

Continuity in law with respect to the Hurst index of some additive functionals of sub-fractional Brownian motion (Q5355182)

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scientific article; zbMATH DE number 6770316
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Continuity in law with respect to the Hurst index of some additive functionals of sub-fractional Brownian motion
scientific article; zbMATH DE number 6770316

    Statements

    Continuity in law with respect to the Hurst index of some additive functionals of sub-fractional Brownian motion (English)
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    6 September 2017
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    sub-fractional Brownian motion
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    Hurst index
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    anisotropic Besov spaces
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    additive functionals
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    limit theorem
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    tightness
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    continuity in law
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    local time
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    fractional derivative
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    slowly varying function
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