Continuity in the Hurst parameter of the law of the symmetric integral with respect to the fractional Brownian motion

DOI10.1016/j.spa.2010.05.002zbMath1197.60041OpenAlexW4212931465MaRDI QIDQ988676

Noèlia Viles, Maria Jolis

Publication date: 18 August 2010

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

Full work available at URL: https://doi.org/10.1016/j.spa.2010.05.002

zbMATH Keywords

fractional Brownian motionconvergence in lawRusso-Vallois symmetric integral

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items

Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise ⋮ Lipschitz continuity in the Hurst index of the solutions of fractional stochastic volterra integro-differential equations ⋮ SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index ⋮ A note on the continuity in the hurst index of the solution of rough differential equations driven by a fractional brownian motion ⋮ A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter ⋮ SPDEs with fractional noise in space: continuity in law with respect to the Hurst index ⋮ Kolmogorov distance between the exponential functionals of fractional Brownian motion

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