Weak approximation for a class of Gaussian processes
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Cited in
(41)- Weak variation of Gaussian processes
- Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes.
- On weak Brownian motions of arbitrary order
- Weak convergence of the complex fractional Brownian motion
- Some long-range dependence processes arising from fluctuations of particle systems
- Filtered Brownian motions as weak limit of filtered Poisson processes
- Convergence in law to operator fractional Brownian motion of Riemann-Liouville type
- An approximation to the subfractional Brownian sheet using martingale differences
- \(L^p\) uniform random walk-type approximation for fractional Brownian motion with Hurst exponent \(0 < H < \frac{1}{2} \)
- Weak convergence for a class of stochastic fractional equations driven by fractional noise
- Weak convergence to the fractional Brownian sheet using martingale differences
- A weak limit theorem for generalized multifractional Brownian motion
- Weak convergence to multifractional Brownian motion of Riemann-Liouville type in Besov spaces
- Convergence in law to the multiple fractional integral.
- Weak approximation of a fractional SDE
- Nonnegative compartment dynamical system modelling with stochastic differential equations
- On Double Stratonovich Fractional Integrals and Some Strong and Weak Approximations
- Limit theorems of continuous-time random walks with tails
- Convergence in law to operator fractional Brownian motions
- Slepian's inequality for Gaussian processes with respect to weak majorization
- Stable sub-Gaussian models constructed by Poisson processes
- On the convergence to the multiple subfractional Wiener-Itō integral
- Approximation of fractional Brownian sheet by Wiener integral
- Weak approximation for a class of multidimensional parameter Gaussian process
- Approximation of fractional Brownian motion by martingales
- Approximation to two independent Gaussian processes from a unique Lévy process and applications
- Asymptotic behavior of the weak approximation to a class of Gaussian processes
- The complex Brownian motion as a strong limit of processes constructed from a Poisson process
- A Kolmogorov and Tightness Criterion in Modular Besov Spaces and an Application to a Class of Gaussian Processes
- A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm
- An approximation of subfractional Brownian motion
- Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation
- Approximations of fractional Brownian motion
- A note on approximation to multifractional Brownian motion
- Functional large deviations for Kac-Stroock approximation to a class of Gaussian processes with application to small noise diffusions
- Weak approximation of \(G\)-expectations
- Kac-Stroock type approximations for the Brownian motion from renewal processes
- Weak approximation for Gaussian processes from renewal processes
- A strong uniform approximation of fractional Brownian motion by means of transport processes
- Weak convergence towards two independent Gaussian processes from a unique Poisson process
- Weak approximation in Besov spaces of Gaussian sheets from Poisson processes
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