A strong convergence to the Rosenblatt process

DOI10.1016/j.jmaa.2012.02.040zbMath1248.60043arXiv1109.4345OpenAlexW2040359488MaRDI QIDQ412475

Soledad Torres, Johanna Garzón, Ciprian A. Tudor

Publication date: 4 May 2012

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.4345

zbMATH Keywords

fractional Brownian motionself-similarityRosenblatt processstrong invariance principleultiple stochastic integralsWiener-Ito integral

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)

Related Items (11)

An optimal approximation of Rosenblatt sheet by multiple Wiener integrals ⋮ Unnamed Item ⋮ A stochastic calculus for Rosenblatt processes ⋮ From intersection local time to the Rosenblatt process ⋮ An explicit solution to the Skorokhod embedding problem for double exponential increments ⋮ Existence and stability behaviour of FSDE driven by Rosenblatt process with the application of visual perception of fish robot ⋮ On the rate of convergence to Rosenblatt-type distribution ⋮ On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals ⋮ The complex Brownian motion as a strong limit of processes constructed from a Poisson process ⋮ Approximation of the Rosenblatt process by semimartingales ⋮ A strong convergence to the tempered fractional Brownian motion

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