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Research Article · Free to read · Published 22 February 2013

Limit Theorems for a Class of Additive Functionals of Symmetric Stable Process and Fractional Brownian Motion in Besov-Orlicz Spaces

M. Ait Ouahra1, A. Kissami1 & A. Sghir1

Journal of Mathematics and Statistics, Volume 8, Issue 4, pp. 506–516 · doi.org/10.3844/jmssp.2012.506.516

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Abstract

We use the Potter's Theorem and the tightness criterion in Besov-Orlicz spaces, recently proved, to generalize some limit theorem for occupation times problem of certain self-similar process, namely symmetric stable process of index 1<α&leq; and fractional Brownian motion of Hurst parameter 0<H<1. We give also strong approximation version of our limit theorem, more precisely, we show Lp-estimate version.

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Ouahra, M. A., Kissami, A. & Sghir, A. (2012). Limit Theorems for a Class of Additive Functionals of Symmetric Stable Process and Fractional Brownian Motion in Besov-Orlicz Spaces. Journal of Mathematics and Statistics, 8(4), 506–516. https://doi.org/10.3844/jmssp.2012.506.516

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Limit Theorems for a Class of Additive Functionals of Symmetric Stable Process and Fractional Brownian Motion in Besov-Orlicz SpacesJournal of Mathematics and Statistics · Volume 8, Issue 4 · pp. 506–516 · © Science PublicationsDownload