Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion

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dc.creatorJolis, Maria
dc.creatorViles, Noèlia
dc.date2007-02-12
dc.date.accessioned2026-07-07T07:46:21Z
dc.date.available2026-07-07T07:46:21Z
dc.descriptionWe give a result of stability in law of the local time of the fractional Brownian motion with respect to small perturbations of the Hurst parameter. Concretely, we prove that the law (in the space of continuous functions) of the local time of the fractional Brownian motion with Hurst parameter $H$ converges weakly to that of the local time of $B^{H_0}$, when $H$ tends to $H_0$.
dc.description20 pages, submitted to Journal of Theoretical Probability
dc.identifierhttps://arxiv.org/abs/math/0702330
dc.identifierhttp://arxiv.org/abs/math/0702330
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/123798
dc.subjectProbability
dc.subject60B12, 60J55, 60G15
dc.titleContinuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion
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