A strong uniform approximation of sub-fractional Brownian motion
Probability
2012-02-09 v1
Abstract
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.
Keywords
Cite
@article{arxiv.1202.1798,
title = {A strong uniform approximation of sub-fractional Brownian motion},
author = {Johanna Garzon and Luis G. Gorostiza and Jorge A. Leon},
journal= {arXiv preprint arXiv:1202.1798},
year = {2012}
}