From Hermite Polynomials to Multifractional Processes
نویسنده
چکیده
We establish an invariance principle where the limit process is a Hermite-type process. We also prove that this limit process is multifractional. Our main result is a generalization of results from [6] and [11] to a multifractional setting. It also generalizes the main result of [3] to a non-Gaussian framework.
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ورودعنوان ژورنال:
- J. Applied Probability
دوره 50 شماره
صفحات -
تاریخ انتشار 2013