Generalized grey Brownian motion local time: existence and weak approximation
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Publication:5265789
DOI10.1080/17442508.2014.945451zbMath1321.60160arXiv1306.3956OpenAlexW3099639079WikidataQ57822000 ScholiaQ57822000MaRDI QIDQ5265789
José Luís da Silva, Mohamed Erraoui
Publication date: 29 July 2015
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.3956
fractional Brownian motionlocal timenumber of crossingsgeneralized grey Brownian motionalmost sure weak convergence
Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15) Brownian motion (60J65) Diffusion processes (60J60) Local time and additive functionals (60J55)
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