On Tightness and Weak Convergence in the Approximation of the Occupation Measure of Fractional Brownian Motion

被引：0

作者：

Serge Cohen

Mario Wschebor

机构：

[1] Université de Toulouse,Institut de Mathématiques de Toulouse

[2] Université Paul Sabatier,Centro de Matemática, Facultad de Ciencias

[3] Universidad de la República,undefined

来源：

Journal of Theoretical Probability | 2010年 / 23卷

关键词：

Occupation measure; Fractional Brownian motion; Limit theorem; 60F05; 60G15; 60G18;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper we consider approximations of the occupation measure of the Fractional Brownian motion by means of some functionals defined on regularizations of the paths. In a previous article Berzin and León proved a cylindrical convergence to a Wiener process of conveniently rescaled functionals. Here we show the tightness of the approximation in the space of continuous functions endowed with the topology of uniform convergence on compact sets. This allows us to simplify the identification of the limit.

引用

页码：1204 / 1226

页数：22

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