Assume that X is a continuous square integrable process with zero mean, defined on some probability space (Ω, F, P). The classical characterization due to P. Lévy ...
Journal of Applied Probability, Vol. 54, No. 2 (JUNE 2017), pp. 444-461 (18 pages) We prove a second-order limit law for additive functionals of a d-dimensional fractional Brownian motion with Hurst ...
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