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Donsker-type theorems for correlated geometric fractional Brownian motions and related processes

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 2017 Germany Publisher:Institute of Mathematical StatisticsJournal:Electronic Communications in Probability, volume 22 (issn: 1083-589X, Copyright policy )
Authors: Parczewski, Peter;

doi: 10.1214/17-ecp91

Donsker-type theorems for correlated geometric fractional Brownian motions and related processes

Abstract

zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Country
Germany
Related Organizations
Keywords

Wick product, Functional limit theorems; invariance principles, Stochastic integrals, fractional Brownian motion, Fractional processes, including fractional Brownian motion, functional limit theorem, Wiener chaos, 510, 60H05, 60F17, discrete stochastic calculus, 60G22

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
3
Average
Average
Average
gold