Weak convergence of integral functionals of random walks weakly convergent to fractional Brownian motion
We consider a random walk that converges weakly to a fractional Brownian motion with Hurst index H > 1/2. We construct an integral-type functional of this random walk and prove that it converges weakly to an integral constructed on the basis of the fractional Brownian motion.
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| Date: | 2007 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2007
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/3368 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |