Weak convergence to fractional Brownian motion in Brownian scenery
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Publication:1404207
DOI10.1007/s00440-002-0249-8zbMath1112.60090OpenAlexW2002917632MaRDI QIDQ1404207
Publication date: 20 August 2003
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00440-002-0249-8
Brownian motion (60J65) Processes in random environments (60K37) Local time and additive functionals (60J55)
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Random walks at random times: convergence to iterated Lévy motion, fractional stable motions, and other self-similar processes ⋮ Chover-type laws of the iterated logarithm for Kesten-Spitzer random walks in random sceneries belonging to the domain of stable attraction ⋮ Strong laws of large numbers for random walks in random sceneries ⋮ Persistence probabilities for stationary increment processes ⋮ Some long-range dependence processes arising from fluctuations of particle systems
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