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.

引用

页码：111 / 124

页数：14

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