On limit theorems of some extensions of fractional Brownian motion and their additive functionals
DOI10.1142/S0219493717500228zbMath1362.60016OpenAlexW2347127208MaRDI QIDQ2977586
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Publication date: 18 April 2017
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493717500228
local timelimit theoremsfractional derivativebifractional Brownian motionsubfractional Brownian motiontangent processincrement process
Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Self-similar stochastic processes (60G18) Local time and additive functionals (60J55)
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