Weak convergence towards two independent Gaussian processes from a unique Poisson process
From MaRDI portal
Publication:972119
DOI10.1007/BF03191241zbMath1206.60036arXiv0905.4360MaRDI QIDQ972119
Xavier Bardina, David Bascompte
Publication date: 25 May 2010
Published in: Collectanea Mathematica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0905.4360
weak convergence; fractional Brownian motion; Gaussian processes; Poisson process; sub-fractional Brownian motion
60G15: Gaussian processes
60H05: Stochastic integrals
60F17: Functional limit theorems; invariance principles
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