A strong uniform approximation of fractional Brownian motion by means of transport processes
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Publication:734645
DOI10.1016/j.spa.2009.06.003zbMath1205.60063OpenAlexW2015272235MaRDI QIDQ734645
Louis G. Gorostiza, Jorge A. Leon, Johanna Garzón
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
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15) Self-similar stochastic processes (60G18)
Related Items (9)
Strong approximations of Brownian sheet by uniform transport processes ⋮ A strong convergence to the Rosenblatt process ⋮ An explicit solution to the Skorokhod embedding problem for double exponential increments ⋮ On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals ⋮ The complex Brownian motion as a strong limit of processes constructed from a Poisson process ⋮ A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm ⋮ Rate of convergence of uniform transport processes to a Brownian sheet ⋮ A strong convergence to the tempered fractional Brownian motion ⋮ \(L^p\) uniform random walk-type approximation for fractional Brownian motion with Hurst exponent \(0 < H < \frac{1}{2} \)
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