Limit theorem and LIL for some additive functionals associated to fBm and Riemann-Liouiville process
Probability
2023-02-13 v1
Abstract
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
Keywords
Cite
@article{arxiv.2302.05141,
title = {Limit theorem and LIL for some additive functionals associated to fBm and Riemann-Liouiville process},
author = {Mohamed Ait Ouahra and Abderrahim Aslimani and Mhamed Eddahbi and Mohamed Mellouk},
journal= {arXiv preprint arXiv:2302.05141},
year = {2023}
}