A Strong Approximation of Subfractional Brownian Motion by Means of Transport Processes

DOI10.1007/978-1-4614-5906-4_15zbMath1285.60039OpenAlexW181110674MaRDI QIDQ2841788

Johanna Garzón, Louis G. Gorostiza, Jorge A. Leon

Publication date: 30 July 2013

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-5906-4_15

zbMATH Keywords

rate of convergencestrong approximationtransport processsubfractional Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15)

Related Items (6)

Strong approximations of Brownian sheet by uniform transport processes ⋮ An explicit solution to the Skorokhod embedding problem for double exponential increments ⋮ On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals ⋮ The complex Brownian motion as a strong limit of processes constructed from a Poisson process ⋮ An approximation to the subfractional Brownian sheet using martingale differences ⋮ Rate of convergence of uniform transport processes to a Brownian sheet

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