Abstract
In this paper, we derive explicit bounds for the Kolmogorov distance in the CLT and we prove the almost sure CLT for the quadratic variation of the sub-fractional Brownian motion. We use recent results on the Stein method combined with the Malliavin calculus and an almost sure CLT for multiple integrals.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
