Continuous Breuer-Major theorem: tightness and nonstationarity

DOI10.1214/19-AOP1357zbMath1468.60043arXiv1807.09740MaRDI QIDQ2184814

David Nualart, Ivan Nourdin, Simon Campese

Publication date: 29 May 2020

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.09740

zbMATH Keywords

tightnessbifractional Brownian motionfunctional convergenceBreuer-Major theoremself-similar Gaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Functional limit theorems; invariance principles (60F17) Foundations of stochastic processes (60G05)

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