Limit theorems for stochastic integrals with long memory processes

Key Points

• Limit theorems show distinct asymptotic behavior in stochastic integrals, emphasizing their importance in various applications.
• Key evidence indicates a divergence of behavior that must be managed in financial modeling and other fields.
• The analysis relies on advanced statistical properties to explore the intricate dynamics of long memory processes.
• Highlighting the complex relationship between stochastic behavior and memory, additional research is needed to refine these findings.