Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion

DOI10.1007/s00440-013-0511-2zbMath1310.60033arXiv1210.1560OpenAlexW2724312043MaRDI QIDQ2249587

David Nualart, Jason Swanson, Krzysztof Burdzy

Publication date: 2 July 2014

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.1560

zbMATH Keywords

fractional Brownian motioncovariance functionconvergence in lawcubic variation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Functional limit theorems; invariance principles (60F17)

Cites Work

• Unnamed Item
• Quantitative Breuer-Major theorems
• The weak stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6
• Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\)
• Central limit theorems for non-linear functionals of Gaussian fields
• A change of variable formula with Itô correction term
• Central limit theorems for multiple stochastic integrals and Malliavin calculus
• Normal Approximations with Malliavin Calculus
• The Malliavin Calculus and Related Topics
• CLT and other limit theorems for functionals of Gaussian processes

This page was built for publication: Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion