A note on approximation to multifractional Brownian motion

DOI10.1007/S11425-011-4246-1zbMath1232.60032OpenAlexW2269195212MaRDI QIDQ660009

Hongshuai Dai, Yu-Qiang Li

Publication date: 24 January 2012

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-011-4246-1

zbMATH Keywords

weak convergencefractional Brownian motionmultifractional Brownian motionPoisson process

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22)

Related Items (1)

Approximation to Multifractional Riemann-Liouville Brownian Sheet

Cites Work

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• Local time and Tanaka formula for a Volterra-type multifractional Gaussian process
• Multiple points of trajectories of multiparameter fractional Brownian motion
• Elliptic Gaussian random processes
• Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion
• How rich is the class of multifractional Brownian motions?
• A simple construction of the fractional Brownian motion.
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Weak approximation for a class of Gaussian processes
• The Invariance Principle for Stationary Processes

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