Continuity in law of some additive functionals of bifractional Brownian motion

DOI10.1080/17442508.2019.1568436zbMath1495.60024OpenAlexW2910987064MaRDI QIDQ5086438

M. Ait Ouahra, Hanae Ouahhabi, Aissa Sghir

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2019.1568436

zbMATH Keywords

fractional Brownian motionlimit theoremtightnesslocal timefractional derivativeslowly varying functionbifractional Brownian motionanisotropic Besov spacecontinuity in law

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Related Items (2)

On the existence and the Hölder regularity of the local time of the Brownian bridge ⋮ On the Besov regularity of the bifractional Brownian motion

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