Limit theorem and LIL for some additive functionals associated to fBm and Riemann-Liouiville process

Autor: Ouahra, Mohamed Ait, Aslimani, Abderrahim, Eddahbi, Mhamed, Mellouk, Mohamed
Rok vydání: 2023
Předmět:
Druh dokumentu: Working Paper
Popis: In this paper, we first establish a strong approximation version for the first order limit theorem of some additive functionals related to two non-Markovian Gaussian processes: the fractional Brownian motion (fBm) and the Riemann-Liouville process. As application, we give the law of iterated logarithm of the same additive functionals associated to this two processes
Databáze: arXiv