Random walks and subfractional Brownian motion (Q2815969): Difference between revisions

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+Q5560061
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+Weak convergence towards two independent Gaussian processes from a unique Poisson process
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+Sub-fractional Brownian motion and its relation to occupation times
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+The Invariance Principle for Stationary Processes
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+Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes
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+Approximations of fractional Brownian motion
@@ Property / cites work: Approximations of fractional Brownian motion / rank @@
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion
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+Q4301585
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+Fractional Brownian motion, random walks and binary market models
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model
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+On the Wiener integral with respect to a sub-fractional Brownian motion on an interval
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+On the collision local time of sub-fractional Brownian motions
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