This is the published version, also available here: http://www.dx.doi.org/10.1214/12-AOP825.We prove a central limit theorem for an additive functional of the d-dimensional fractional Brownian motion with Hurst index H∈(11+d,1d), using the method of moments, extending the result by Papanicolaou, Stroock and Varadhan in the case of the standard Brownian motion
This article is concerned with modulus of continuity of Brownian local times. Specifically, we focus...
This is the published version, also available here: http://dx.doi.org/10.1214/ECP.v15-1573.The purpo...
This is the published version, also available here: http://dx.doi.org/10.1214/009117905000000017
This is the published version, also available here: http://www.dx.doi.org/10.1214/12-AOP825.We prove...
This is the publisher's version, also available electronically from http://ecp.ejpecp.org/article/vi...
We prove a central limit theorem for an additive functional of the d-dimensional fractional Brownian...
AbstractRecently, N. Kôno gave a limit theorem for occupation times of fractional Brownian motion, w...
30 pages; minor changesInternational audienceIn this paper, we prove some central and non-central li...
International audienceThis paper gives a central limit theorem for the generalized quadratic variati...
70 pages, 1 figureLet $B=(B^{(1)},B^{(2)})$ be a two-dimensional fractional Brownian motion with Hur...
AbstractIn this article, we study the family of probability measures (indexed by t∈R+∗), obtained by...
International audienceWe revisit functional central limit theorems for additive functionals of ergod...
50 pages with 28 figures. For a supplemental Mathematica notebook (Ref[76]) see https://www.dropbox....
We obtain a local limit theorem for the laws of a class of Brownian additive functionals and we appl...
summary:We consider a stochastic process $X_t^x$ which solves an equation \[ {\mathrm d}X_t^x = AX_...
This article is concerned with modulus of continuity of Brownian local times. Specifically, we focus...
This is the published version, also available here: http://dx.doi.org/10.1214/ECP.v15-1573.The purpo...
This is the published version, also available here: http://dx.doi.org/10.1214/009117905000000017
This is the published version, also available here: http://www.dx.doi.org/10.1214/12-AOP825.We prove...
This is the publisher's version, also available electronically from http://ecp.ejpecp.org/article/vi...
We prove a central limit theorem for an additive functional of the d-dimensional fractional Brownian...
AbstractRecently, N. Kôno gave a limit theorem for occupation times of fractional Brownian motion, w...
30 pages; minor changesInternational audienceIn this paper, we prove some central and non-central li...
International audienceThis paper gives a central limit theorem for the generalized quadratic variati...
70 pages, 1 figureLet $B=(B^{(1)},B^{(2)})$ be a two-dimensional fractional Brownian motion with Hur...
AbstractIn this article, we study the family of probability measures (indexed by t∈R+∗), obtained by...
International audienceWe revisit functional central limit theorems for additive functionals of ergod...
50 pages with 28 figures. For a supplemental Mathematica notebook (Ref[76]) see https://www.dropbox....
We obtain a local limit theorem for the laws of a class of Brownian additive functionals and we appl...
summary:We consider a stochastic process $X_t^x$ which solves an equation \[ {\mathrm d}X_t^x = AX_...
This article is concerned with modulus of continuity of Brownian local times. Specifically, we focus...
This is the published version, also available here: http://dx.doi.org/10.1214/ECP.v15-1573.The purpo...
This is the published version, also available here: http://dx.doi.org/10.1214/009117905000000017