Weak convergence of the complex fractional Brownian motion

DOI10.1186/s13662-018-1892-4zbMath1448.60092OpenAlexW2902673487MaRDI QIDQ1716328

Liheng Sang, Guang Jun Shen, Qing Bo Wang

Publication date: 4 February 2019

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-018-1892-4

zbMATH Keywords

weak convergencePoisson processLévy processcomplex fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

Related Items (1)

Weak approximation of the complex Brownian sheet from a Lévy sheet and applications to SPDEs

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