Weak convergence towards two independent Gaussian processes from a unique Poisson process
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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 convergencefractional Brownian motionGaussian processesPoisson processsub-fractional Brownian motion
Gaussian processes (60G15) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)
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