Weak convergence towards two independent Gaussian processes from a unique Poisson process

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

zbMATH Keywords

weak convergence; fractional Brownian motion; Gaussian processes; Poisson process; sub-fractional Brownian motion

Mathematics Subject Classification ID

60G15: Gaussian processes

60H05: Stochastic integrals

60F17: Functional limit theorems; invariance principles

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