Convergence in law to operator fractional Brownian motions

Details Convergence in law to operator fractional Brownian motions Convergence in law to operator fractional Brownian motions

2011-12-31

arxiv.org/abs/1201.0211v1

Journal of Theoretical Probability (2011)

Mathematics

Probability

Scientific paper

In this paper, we provide two approximations in law of operator fractional
Brownian motions. One is constructed by Poisson processes, and the other
generalizes a result of Taqqu (1975).

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