A strong convergence to the tempered fractional Brownian motion

DOI10.1080/03610926.2015.1078477zbMath1369.60019OpenAlexW2412422823MaRDI QIDQ4976278

Dongjin Zhu, Liangwen Xia, Guang Jun Shen

Publication date: 27 July 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1078477

zbMATH Keywords

strong convergencetransport processtempered fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15) Self-similar stochastic processes (60G18)

Cites Work

• Stochastic integration for tempered fractional Brownian motion
• A strong convergence to the Rosenblatt process
• Regularity of intersection local times of fractional Brownian motions
• A strong uniform approximation of fractional Brownian motion by means of transport processes
• Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\)
• Rate of convergence of transport processes with an application to stochastic differential equations
• On intersections of independent anisotropic Gaussian random fields
• Tempered fractional Brownian motion
• A simple construction of the fractional Brownian motion.
• The Malliavin Calculus and Related Topics
• Rate of convergence of uniform transport processes to brownian motion and application to stochastic integrals
• Almost Sure Convergence of Uniform Transport Processes to Brownian Motion

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