Limit theorems for conservative flows on multiple stochastic integrals

DOI10.1007/s10959-021-01090-9zbMath1487.60068arXiv2005.07789OpenAlexW3142204566WikidataQ114225096 ScholiaQ114225096MaRDI QIDQ2135196

Shuyang Bai

Publication date: 4 May 2022

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

Full work available at URL: https://arxiv.org/abs/2005.07789

zbMATH Keywords

limit theoremlong-range dependencemultiple stochastic integralinfinite ergodic theory

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Stochastic integrals (60H05) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Functional limit theorems; invariance principles (60F17)

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