Weak convergence in Besov spaces to fractional Brownian motion

DOI10.1016/S0764-4442(01)01987-5zbMath1013.60013OpenAlexW2021237563MaRDI QIDQ2745752

El Hassan Lakhel, Brahim Boufoussi

Publication date: 18 March 2002

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(01)01987-5

zbMATH Keywords

fractional Brownian motionBesov spaceslong-range dependencestationary process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18)

Related Items (3)

A Kolmogorov and Tightness Criterion in Modular Besov Spaces and an Application to a Class of Gaussian Processes ⋮ Invariance principles in Besov spaces, Gaussian processes and long-range dependence ⋮ Weak convergence to multifractional Brownian motion of Riemann-Liouville type in Besov spaces

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