Fractional Brownian motion as limit of the Markov processes

zbMATH Open1289.60072MaRDI QIDQ2850313FDOQ2850313

Authors: O. L. Banna, Yuliya S. Mishura 

Publication date: 26 September 2013

Published in: Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka (Search for Journal in Brave)

zbMATH Keywords

Wiener processMarkov processfractional Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Continuous-time Markov processes on general state spaces (60J25)

Cited In (2)

• When does fractional Brownian motion not behave as a continuous function with bounded variation?
• A remark on non-Markov property of a fractional Brownian motion

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