A strong uniform approximation of sub-fractional Brownian motion

Details A strong uniform approximation of sub-fractional Brownian motion A strong uniform approximation of sub-fractional Brownian motion

2012-02-08

arxiv.org/abs/1202.1798v1

Mathematics

Probability

Scientific paper

Sub-fractional Brownian motion is a process analogous to fractional Brownian
motion but without stationary increments. In \cite{GGL1} we proved a strong
uniform approximation with a rate of convergence for fractional Brownian motion
by means of transport processes. In this paper we prove a similar type of
approximation for sub-fractional Brownian motion.

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