arXiv:1202.1798 [math.PR]AbstractReferencesReviewsResources
A strong uniform approximation of sub-fractional Brownian motion
Johanna Garzon, Luis G. Gorostiza, Jorge A. Leon
Published 2012-02-08Version 1
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.
Categories: math.PR
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