Convergence in law to operator fractional Brownian motions
Probability
2012-01-04 v1
Abstract
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).
Keywords
Cite
@article{arxiv.1201.0211,
title = {Convergence in law to operator fractional Brownian motions},
author = {Hongshuai Dai},
journal= {arXiv preprint arXiv:1201.0211},
year = {2012}
}