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arXiv:1201.0211 [math.PR]AbstractReferencesReviewsResources

Convergence in law to operator fractional Brownian motions

Hongshuai Dai

Published 2011-12-31Version 1

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).

Journal: Journal of Theoretical Probability (2011)
Categories: math.PR
Subjects: 60F17, 60G15
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