Continuity in law with respect to the Hurst index of some additive functionals of sub-fractional Brownian motion

DOI10.1080/07362994.2017.1309979zbMath1373.60075OpenAlexW2605830075MaRDI QIDQ5355182

Aissa Sghir, M. Ait Ouahra

Publication date: 6 September 2017

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

Full work available at URL: https://doi.org/10.1080/07362994.2017.1309979

zbMATH Keywords

additive functionalslimit theoremtightnesslocal timeHurst indexfractional derivativeslowly varying functionanisotropic Besov spacessub-fractional Brownian motioncontinuity in law

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Local time and additive functionals (60J55) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (3)

SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index ⋮ SPDEs with fractional noise in space: continuity in law with respect to the Hurst index ⋮ On the existence and the Hölder regularity of the local time of the Brownian bridge

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