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Weak convergence to fractional Brownian motion in Brownian scenery

✍ Scribed by Wensheng Wang

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On weak convergence to Brownian motion

✍ Inge S. Helland 📂 Article 📅 1980 🏛 Springer 🌐 English ⚖ 758 KB

Weak convergence to fractional brownian

✍ Murad S. Taqqu 📂 Article 📅 1975 🏛 Springer 🌐 English ⚖ 700 KB

Correction to on weak convergence to Bro

✍ Inge S. Heiland 📂 Article 📅 1982 🏛 Springer 🌐 English ⚖ 24 KB

Weak convergence to the fractional Brown

✍ CiprianA. Tudor 📂 Article 📅 2003 🏛 Springer 🌐 English ⚖ 135 KB

Weak convergence of integral functionals

✍ Yu. S. Mishura; S. H. Rode 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 101 KB

Arbitrage in fractional Brownian motion

✍ Patrick Cheridito 📂 Article 📅 2003 🏛 Springer-Verlag 🌐 English ⚖ 253 KB