Limit theorems and strong approximation for occupation times problem of sub-fractional Brownian motion in a class of Besov spaces

被引：0
作者：
Sghir, Aissa [1 ,2 ]
机构：
[1] Univ Mohammed 1, Fac Sci Oujda, Lab Modelisat Stochast & Deterministe, BP 717, Oujda 6000, Morocco
[2] Univ Mohammed 1, Fac Sci Oujda, URAC 04, Oujda 6000, Morocco
来源：
RANDOM OPERATORS AND STOCHASTIC EQUATIONS | 2013年 / 21卷 / 02期
关键词：
Besov spaces; limit theorems; strong approximation; tightness; self-similar process; sub-fractional Brownian motion; fractional Brownian motion;
D O I：
10.1515/rose-2013-0006
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we use the tightness criterion in Besov spaces, proved by Ait Ouahra, Boufoussi and Lakhel [Stochastics Stochastics Rep. 74 (2002), 411-427] and Boufoussi, Lakhel and Dozzi [Stoch. Anal. Appl. 23 (2005), no. 4, 665-685], to give some limit theorems for occupation times problem of a sub-fractional Brownian motion. Finally, we give a strong approximation version of our limit theorems, more precisely Lp-estimate version.
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页码：111 / 124
页数：14
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