Limit theorems for additive functionals of the fractional Brownian motion

DOI10.1214/22-aop1612arXiv2107.14294OpenAlexW3192316242WikidataQ122954962 ScholiaQ122954962MaRDI QIDQ6045519

Ivan Nourdin, David Nualart, Arturo Jaramillo, Giovanni Peccati

Publication date: 31 May 2023

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.14294

zbMATH Keywords

fractional Brownian motionClark-Ocone formulaadditive functionalslocal timeslimit theorems

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07) Approximations to statistical distributions (nonasymptotic) (62E17) Local time and additive functionals (60J55)

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