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Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus

Martin Huesmann, Francesco Mattesini, Dario Trevisan

2022Stochastic Processes and their Applications10 citationsDOI

Topics & Concepts

MathematicsFractional Brownian motionLebesgue measureMeasure (data warehouse)TorusBrownian motionUpper and lower boundsMathematical analysisLebesgue integrationInfimum and supremumDimension (graph theory)CombinatoricsPure mathematicsGeometryComputer scienceDatabaseStatisticsGeometric Analysis and Curvature FlowsStochastic processes and financial applicationsPoint processes and geometric inequalities
Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus | Litcius