Convergence in fractional models and applications

Electronic Journal of Probability

Volumn 10, Issue , 2005, Pages 326-370

  Berzin, Corinne ^a   León, José R ^b  

^a UNIV GRENOBLE ALPES   (France)

^b FACULTAD DE CIENCIAS   (Venezuela)

Author keywords

Fractional Brownian motion; Level crossings; Limit theorem; Local time; Rate of convergence

Indexed keywords

EID: 15944386677     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v10-172     Document Type: Article

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