A strong uniform approximation of fractional Brownian motion by means of transport processes
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Publication:734645
DOI10.1016/J.SPA.2009.06.003zbMATH Open1205.60063OpenAlexW2015272235MaRDI QIDQ734645FDOQ734645
Authors: Luis G. Gorostiza, Johanna Garzón, Jorge A. Leon 
Publication date: 13 October 2009
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2009.06.003
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Cited In (14)
- Strong approximations of Brownian sheet by uniform transport processes
- The complex Brownian motion as a strong limit of processes constructed from a Poisson process
- A strong convergence to the Rosenblatt process
- A strong convergence to the tempered fractional Brownian motion
- On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals
- A strong approximation of subfractional Brownian motion by means of transport processes
- A simple construction of the fractional Brownian motion.
- A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm
- Strong limit of processes constructed from a renewal process
- Rate of convergence of uniform transport processes to a Brownian sheet
- \(L^p\) uniform random walk-type approximation for fractional Brownian motion with Hurst exponent \(0 < H < \frac{1}{2} \)
- Strong approximation of fractional Brownian motion by moving averages of simple random walks.
- Fractional Brownian motion approximation based on fractional integration of a white noise
- An explicit solution to the Skorokhod embedding problem for double exponential increments
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