A strong uniform approximation of sub-fractional Brownian motion

2012/02/08 by Johanna Garzón, Garzon, Johanna, Luis G. Gorostiza +3
Economics, Econometrics and Finance · #60F15 #60G15 #60G18 #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1202.1798

openalex publication_date 2012/02/08 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Sub-fractional Brownian motion is a process analogous to fractional Brownian motion but without stationary increments. In \citeGGL1 we proved a strong uniform approximation with a rate of convergence for fractional Brownian motion by means of transport processes. In this paper we prove a similar type of approximation for sub-fractional Brownian motion.

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