A strong uniform approximation of fractional Brownian motion by means of transport processes
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- Fractional Brownian motion as a weak limit of Poisson shot noise processes -- with applications to finance
- Fractional Brownian motion, random walks and binary market models
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- Rate of convergence of uniform transport processes to brownian motion and application to stochastic integrals
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Cited in
(15)- Strong approximations of Brownian sheet by uniform transport processes
- On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals
- A simple construction of the fractional Brownian motion.
- A strong approximation of subfractional Brownian motion by means of transport processes
- A strong convergence to the tempered fractional Brownian motion
- Strong limit of processes constructed from a renewal process
- Rate of convergence of uniform transport processes to a Brownian sheet
- An explicit solution to the Skorokhod embedding problem for double exponential increments
- A strong convergence to the Rosenblatt process
- Strong approximation of fractional Brownian motion by moving averages of simple random walks.
- A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm
- Approximations of fractional stochastic differential equations by means of transport processes
- Fractional Brownian motion approximation based on fractional integration of a white noise
- \(L^p\) uniform random walk-type approximation for fractional Brownian motion with Hurst exponent \(0 < H < \frac{1}{2} \)
- The complex Brownian motion as a strong limit of processes constructed from a Poisson process
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