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Volumn 126, Issue 2, 2003, Pages 203-220

Weak convergence to fractional brownian motion in Brownian scenery

Author keywords

Fractional Brownian motion in Brownian scenery; Local time; Random walk in random scenery; Weak convergence

Indexed keywords


EID: 0037633753     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-002-0249-8     Document Type: Article
Times cited : (9)

References (10)
  • 2
    • 0003248852 scopus 로고
    • On regular variation and its application to the weak convergence of sample extremes
    • Math. Centre, Amsterdam
    • de Haan, L.: On regular variation and its application to the weak convergence of sample extremes. Math. Centre Tracts 32, Math. Centre, Amsterdam, 1970
    • (1970) Math. Centre Tracts , vol.32
    • De Haan, L.1
  • 4
    • 0009850040 scopus 로고    scopus 로고
    • An embedding for the Kesten-Spitzer random walk in random scenery
    • Csáki, E., König, W., Shi, Z.: An embedding for the Kesten-Spitzer random walk in random scenery. Stoch. Process. Appl. 82, 283-292 (1999)
    • (1999) Stoch. Process. Appl. , vol.82 , pp. 283-292
    • Csáki, E.1    König, W.2    Shi, Z.3
  • 5
    • 0002456153 scopus 로고
    • A limit theorem related to a new class of self-similar process
    • Kesten, H., Spitzer, F.: A limit theorem related to a new class of self-similar process. Z. Wahrsch. verw. Gebiete, 50, 5-25 (1979)
    • (1979) Z. Wahrsch. Verw. Gebiete , vol.50 , pp. 5-25
    • Kesten, H.1    Spitzer, F.2
  • 6
    • 0009878522 scopus 로고    scopus 로고
    • A law of the iterated logarithm for stable processes in random scenery
    • Khoshnevisan, D., Lewis, T.M.: A law of the iterated logarithm for stable processes in random scenery. Stoch. Process. Appl. 74, 89-121 (1998)
    • (1998) Stoch. Process. Appl. , vol.74 , pp. 89-121
    • Khoshnevisan, D.1    Lewis, T.M.2
  • 7
    • 0000501589 scopus 로고
    • Fractional Brownian motion, fractional noises and applications
    • Mandelbrot, B., van Ness, J.W.: Fractional Brownian motion, fractional noises and applications. SIAM Rev. 10, 422-437 (1968)
    • (1968) SIAM Rev. , vol.10 , pp. 422-437
    • Mandelbrot, B.1    Van Ness, J.W.2
  • 8
    • 0001564922 scopus 로고
    • Local times for Gaussian vector fields
    • Pitt, L.D.: Local times for Gaussian vector fields. India. Univ. Math. J., 27, 309-330 (1978)
    • (1978) India. Univ. Math. J. , vol.27 , pp. 309-330
    • Pitt, L.D.1
  • 9
    • 34250409798 scopus 로고
    • Weak convergence to fractional Brownian motion and to the Rosenblatt process
    • Taqqu, M.S.: Weak convergence to fractional Brownian motion and to the Rosenblatt process. Z. Wahrsch. verw. Gebiete, 31, 287-302 (1975)
    • (1975) Z. Wahrsch. Verw. Gebiete , vol.31 , pp. 287-302
    • Taqqu, M.S.1
  • 10
    • 0038781062 scopus 로고    scopus 로고
    • Strong approximation for the generalied Kesten-Spitzer random walk of independent scenery
    • Zhang, L.X.: Strong approximation for the generalied Kesten-Spitzer random walk of independent scenery. Science in China (Series A), 31, 230-241 (2001)
    • (2001) Science in China (Series A) , vol.31 , pp. 230-241
    • Zhang, L.X.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.