A strong convergence to the tempered fractional Brownian motion

Guangjun Shen, Liangwen Xia and Dongjin Zhu

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 8, 4103-4118

Abstract: In this paper, we give a strong approximation of the tempered fractional Brownian motion via transport processes and derive the rate of convergence.

Date: 2017
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DOI: 10.1080/03610926.2015.1078477

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