On the convergence to the multiple subfractional Wiener-Itō integral
From MaRDI portal
Publication:457622
DOI10.1016/j.jkss.2012.02.002zbMath1296.60064OpenAlexW2001642004MaRDI QIDQ457622
Litan Yan, Chao Chen, Guang Jun Shen
Publication date: 29 September 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2012.02.002
Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Necessary and sufficient condition for the smoothness of intersection local time of subfractional Brownian motions
- Stochastic integration with respect to the sub-fractional Brownian motion with
- Remarks on sub-fractional Bessel processes
- Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion
- Remarks on an integral functional driven by sub-fractional Brownian motion
- Fractional Brownian density process and its self-intersection local time of order \(k\)
- A series expansion of fractional Brownian motion
- Inner product spaces of integrands associated to subfractional Brownian motion
- Approximation of the finite dimensional distributions of multiple fractional integrals
- On the convergence to the multiple Wiener-Itô integral
- Lectures on topics in stochastic differential equations
- Weak convergence of the variations, iterated integrals and Doléans-Dade exponentials of sequences of semimartingales
- Sub-fractional Brownian motion and its relation to occupation times
- Weak convergence to the multiple Stratonovich integral.
- On the collision local time of sub-fractional Brownian motions
- Power variation of multiple fractional integrals
- Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
- Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence
- The Malliavin Calculus and Related Topics
- Weak approximation for a class of Gaussian processes
- Some properties of the sub-fractional Brownian motion
- A strong approximation for double subfractional integrals
- Multiple sub-fractional integrals and some approximations
This page was built for publication: On the convergence to the multiple subfractional Wiener-Itō integral
