Convergence in fractional models and applications.

Berzin, Corinne, and León, José Rafael. "Convergence in fractional models and applications.." Electronic Journal of Probability [electronic only] 10 (2005): 326-370. <http://eudml.org/doc/125065>.

@article{Berzin2005,
author = {Berzin, Corinne, León, José Rafael},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {Level crossings; fractional Brownian motion; limit theorem; local time; rate of convergence},
language = {eng},
pages = {326-370},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Convergence in fractional models and applications.},
url = {http://eudml.org/doc/125065},
volume = {10},
year = {2005},
}

TY - JOUR
AU - Berzin, Corinne
AU - León, José Rafael
TI - Convergence in fractional models and applications.
JO - Electronic Journal of Probability [electronic only]
PY - 2005
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 10
SP - 326
EP - 370
LA - eng
KW - Level crossings; fractional Brownian motion; limit theorem; local time; rate of convergence
UR - http://eudml.org/doc/125065
ER -