An Approximation of Subfractional Brownian Motion
Author:
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03610926.2013.769598
Reference31 articles.
1. Weak convergence towards two independent Gaussian processes from a unique Poisson process
2. Sub-fractional Brownian motion and its relation to occupation times
3. Fractional Brownian Density Process and Its Self-Intersection Local Time of Order k
4. Limit theorems for occupation time fluctuations of branching systems I: Long-range dependence
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1. Large Time Behavior on the Linear Self-Interacting Diffusion Driven by Sub-Fractional Brownian Motion II: Self-Attracting Case;Frontiers in Physics;2022-01-25
2. Large Time Behavior on the Linear Self-Interacting Diffusion Driven by Sub-Fractional Brownian Motion With Hurst Index Large Than 0.5 I: Self-Repelling Case;Frontiers in Physics;2022-01-14
3. Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation;Communications in Statistics - Theory and Methods;2021-03-23
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