A central limit theorem associated with sub-fractional Brownian motion and an application

DOI10.1360/SCM-2016-0748zbMath1499.60069OpenAlexW2731766949MaRDI QIDQ5063871

Litan Yan, Xichao Sun

Publication date: 21 March 2022

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/scm-2016-0748

zbMATH Keywords

Ornstein-Uhlenbeck processcentral limit theoremsub-fractional Brownian motiongeneralized quadratic variation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22)

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