On tightness and weak convergence in the approximation of the occupation measure of fractional Brownian motion

DOI10.1007/s10959-009-0249-zzbMath1205.60043OpenAlexW2027572101MaRDI QIDQ616264

Mario Wschebor, Serge Cohen

Publication date: 7 January 2011

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-009-0249-z

zbMATH Keywords

fractional Brownian motionoccupation measurelimit theorem

Mathematics Subject Classification ID

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

Related Items (1)

Approximation of fractional local times: zero energy and derivatives

Cites Work

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• Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems
• Convergence in fractional models and applications
• Almost sure oscillation of certain random processes
• A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS

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