arXiv:2302.05141 [math.PR]AbstractReferencesReviewsResources
Limit theorem and LIL for some additive functionals associated to fBm and Riemann-Liouiville process
Mohamed Ait Ouahra, Abderrahim Aslimani, Mhamed Eddahbi, Mohamed Mellouk
Published 2023-02-10Version 1
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
Categories: math.PR
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