Xu, Xiaoyan; Yu, Xianye The fractional smoothness of integral functionals driven by Brownian motion. (English) Zbl 1499.60173 Stat. Probab. Lett. 193, Article ID 109717, 11 p. (2023). MSC: 60H07 60G15 60J55 × Cite Format Result Cite Review PDF Full Text: DOI
Yu, Xianye; Zhang, Mingbo Limit theorems related to the integral functionals of one dimensional fractional Brownian motion. (English) Zbl 07529992 Commun. Stat., Theory Methods 49, No. 24, 5908-5916 (2020). MSC: 60F05 60G22 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Sun, Xichao; Yan, Litan; Yu, Xianye An integral functional driven by fractional Brownian motion. (English) Zbl 1415.60037 Stochastic Processes Appl. 129, No. 7, 2249-2285 (2019). MSC: 60G15 60G22 60H05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yan, Litan The fractional derivative for fractional Brownian local time with Hurst index large than 1/2. (English) Zbl 1338.60111 Math. Z. 283, No. 1-2, 437-468 (2016). MSC: 60G22 60G15 60J55 60H07 60H05 26A33 × Cite Format Result Cite Review PDF Full Text: DOI
Yan, Litan; Zhang, Qinghua; Gao, Bo Hilbert transform of \(G\)-Brownian local time. (English) Zbl 1307.60071 Stoch. Dyn. 14, No. 4, Article ID 1450006, 26 p. (2014). Reviewer: Nikolaos Halidias (Athens) MSC: 60H05 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Sghir, Aissa; Ouahhabi, Hanae Regularities and limit theorems of some additive functionals of symmetric stable process in some anisotropic Besov spaces. (English) Zbl 1266.60006 Port. Math. (N.S.) 69, No. 4, 321-339 (2012). MSC: 60B12 60G52 × Cite Format Result Cite Review PDF Full Text: DOI
Ait Ouahra, Mohamed; Kissami, Abdelghani; Sghir, Aissa A tightness criterion in Besov-Orlicz spaces and applications to the problem of occupation times. (Un critère de tension dans les espaces de Besov-Orlicz et applications au problème du temps d’occupation.) (French) Zbl 1252.60032 Ann. Math. Blaise Pascal 18, No. 2, 301-321 (2011). Reviewer: René L. Schilling (Dresden) MSC: 60F17 46E30 60G15 60G51 60J55 × Cite Format Result Cite Review PDF Full Text: DOI EuDML
Ait Ouahra, M. Weak convergence to fractional Brownian motion in some anisotropic Besov space. (English) Zbl 1077.60025 Ann. Math. Blaise Pascal 11, No. 1, 1-17 (2004). Reviewer: Zdzisław Rychlik (Lublin) MSC: 60F05 60J65 × Cite Format Result Cite Review PDF Full Text: DOI Numdam EuDML
Krone, Stephen M. Representations for continuous additive functionals of super-Brownian and super-stable processes. (English) Zbl 0894.60072 Stat. Probab. Lett. 34, No. 3, 211-223 (1997). MSC: 60J55 60G57 60J25 × Cite Format Result Cite Review PDF Full Text: DOI
Takeda, Masayoshi; Zhang, Tusheng Asymptotic properties of additive functionals of Brownian motion. (English) Zbl 0887.60077 Ann. Probab. 25, No. 2, 940-952 (1997). Reviewer: Z.Vondraček (Saarbrücken) MSC: 60J55 60F10 31C25 × Cite Format Result Cite Review PDF Full Text: DOI