Convergence in Law to Operator Fractional Brownian Motions

Hongshuai Dai ()
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Hongshuai Dai: Guangxi University

Journal of Theoretical Probability, 2013, vol. 26, issue 3, 676-696

Abstract: 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 (Z. Wahrscheinlichkeitstheor. Verw. Geb. 31:287–302, 1975).

Keywords: Operator fractional Brownian motion; Poisson processes; Vector-valued Gaussian sequence; Weak convergence; 60F17; 60G15 (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s10959-011-0401-4

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