Weak convergence in Besov spaces to fractional Brownian motion

被引：7

作者：

Boufoussi, B ^{[1
]}

Lakhel, EH ^{[1
]}

机构：

[1] Cadi Ayyad Univ, Fac Sci Semlalia, Dept Math, Marrakech 40000, Morocco

来源：

COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE | 2001年 / 333卷 / 01期

关键词：

D O I：

10.1016/S0764-4442(01)01987-5

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

The purpose of this paper is to prove the limit under weak convergence, in Besov spaces, of certain normalized partial sums of stationary random variables to fractional Brownian motion. (C) 2001 Academic des sciences/Editions scientifiques et medicales Elsevier SAS.

引用

页码：39 / 44

页数：6

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