Random Walks and Subfractional Brownian Motion
Probability
2014-01-17 v3
Abstract
In this article, we show a result of approximation in law to subfractional Brownian motion, with , in the Skorohod topology. The construction of these approximations is based on a sequence of I.I.D random variables
Cite
@article{arxiv.1303.5161,
title = {Random Walks and Subfractional Brownian Motion},
author = {Hongshuai Dai},
journal= {arXiv preprint arXiv:1303.5161},
year = {2014}
}