Stable Convergence of Certain Functionals of Diffusions Driven by fBm

Stochastic Analysis and Applications

Volumn 22, Issue 2, 2004, Pages 289-314

  León, José R ^a   Ludeña, Carenne ^b  

^a FACULTAD DE CIENCIAS   (Venezuela)

^b INSTITUTO VENEZOLANO DE INVESTIGACIONES CIENTÍFICAS   (Venezuela)

Author keywords

Fractional Brownian motion; Functional limit theorems; Local times

Indexed keywords

EID: 1642312665     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAP-120028591     Document Type: Article

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