Berry-Esseen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:375

Article

Tudor, Constantin

关键词: Almost sure central limit theorem;    Fractional Brownian motion;    Kolmogorov distance;    Malliavin calculus;    Sub-fractional Brownian motion;    Stein method;    Quadratic variation;   

DOI  :  10.1016/j.jmaa.2010.10.002

来源: Elsevier

【 摘 要 】

In this paper, we derive explicit bounds for the Kolmogorov distance in the CLT and we prove the almost sure CLT for the quadratic variation of the sub-fractional Brownian motion. We use recent results on the Stein method combined with the Malliavin calculus and an almost sure CLT for multiple integrals. (C) 2010 Elsevier Inc. All rights reserved.

【 授权许可】

Free