Limit theorems for integral functionals of Hermite-driven processes

DOI10.3150/20-BEJ1291zbMath1491.60048arXiv2006.03815OpenAlexW3161632245WikidataQ113701734 ScholiaQ113701734MaRDI QIDQ2040091

Valentin Garino, Majid Salamat, David Nualart, Ivan Nourdin

Publication date: 9 July 2021

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.03815

zbMATH Keywords

fractional Brownian motionmultiple Wiener-Itô integralsHermite processeschaotic decomposition

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17)

Related Items

Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process

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