Journal of Mathematics and Statistics

Limit Theorems for a Class of Additive Functionals of Symmetric Stable Process and Fractional Brownian Motion in Besov-Orlicz Spaces

M. Ait Ouahra, A. Kissami and A. Sghir

DOI : 10.3844/jmssp.2012.506.516

Journal of Mathematics and Statistics

Volume 8, Issue 4

Pages 506-516

Abstract

We use the Potter’s Theorem and the tightness criterion in Besov-Orlicz spaces, recently proved, to generalize some limit theorem for occupation times problem of certain self-similar process, namely symmetric stable process of index 1<α≤ and fractional Brownian motion of Hurst parameter 0

Copyright

© 2012 M. Ait Ouahra, A. Kissami and A. Sghir. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.