Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-bifractional Brownian motion.
Nenghui KuangYing LiPublished in: Commun. Stat. Simul. Comput. (2022)
Keyphrases
- brownian motion
- optimal stopping
- differential equations
- stochastic process
- diffusion process
- optimal control
- poisson process
- heavy traffic
- vector valued
- stochastic processes
- asymptotically optimal
- computational complexity
- closed form solutions
- objective function
- stochastic differential equations
- arrival rate
- queue length
- markov chain
- dynamical systems
- state space
- probabilistic model
- special case
- pairwise