Convergence of certain functionals of integral fractional processes

DOI10.1007/s10959-008-0158-6zbMath1186.60033OpenAlexW2073254121MaRDI QIDQ1047151

Jeannette H. C. Woerner, José Manuel Corcuera, David Nualart

Publication date: 4 January 2010

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-008-0158-6

zbMATH Keywords

fractional Brownian motionstable convergence

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15) Self-similar stochastic processes (60G18)

Related Items (2)

Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs ⋮ On weak approximations of integrals with respect to fractional Brownian motion

Cites Work

• Unnamed Item
• Power variation of some integral fractional processes
• An inequality of the Hölder type, connected with Stieltjes integration
• Stable Convergence of Certain Functionals of Diffusions Driven by fBm
• CLT and other limit theorems for functionals of Gaussian processes
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
• Estimating the diffusion coefficient for diffusions driven by fBm

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