2 papers
math.PR2007
On the convergence to the multiple Wiener-Ito integral
Xavier Bardina, Maria Jolis, Ciprian Tudor
We study the convergence to the multiple Wiener-Itô integral from processes with absolutely continuous paths. More precisely, consider a family of processes, with paths in the Came…
math.PR2007
Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion
Maria Jolis, Noèlia Viles
We 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 l…