Convergence in law to operator fractional Brownian motions
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Publication:376266
DOI10.1007/s10959-011-0401-4zbMath1278.60063arXiv1201.0211MaRDI QIDQ376266
Publication date: 4 November 2013
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.0211
weak convergence; Poisson processes; operator fractional Brownian motion; vector-valued Gaussian sequence
60G22: Fractional processes, including fractional Brownian motion
60F17: Functional limit theorems; invariance principles
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