Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Donsker-type theorems for correlated geometric fractional Brownian motions and related processes - MaRDI portal

Donsker-type theorems for correlated geometric fractional Brownian motions and related processes

From MaRDI portal

Publication:2411777

Jump to:navigation, search

DOI10.1214/17-ECP91zbMath1386.60191OpenAlexW2761578173MaRDI QIDQ2411777

Peter Parczewski

Publication date: 25 October 2017

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ecp/1507860212

zbMATH Keywords

fractional Brownian motion Wick product functional limit theorem Wiener chaos discrete stochastic calculus

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Deep Curve-Dependent PDEs for Affine Rough Volatility

This page was built for publication: Donsker-type theorems for correlated geometric fractional Brownian motions and related processes

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:2411777&oldid=15062209"