Extension of the Brownian-motion moment theorem to real α\alpha

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Let X∗X^* be the process considered in Theorem, and let α\alpha be the parameter appearing in the regular-variation assumption. The theorem currently assumes that α\alpha is an integer. Conjecture. Theorem holds for any real α>1\alpha>1. This would extend the Brownian-motion case beyond the integer values of the regular-variation parameter; the source gives no resolution.

References

Primary source

Danijel Grahovac, Nikolai N. Leonenko and Murad S. Taqqu, “Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes”, arXiv:1711.09623 (2019).

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