Random walks and subfractional Brownian motion

H Dai - Communications in Statistics-Theory and Methods, 2016 - Taylor & Francis
Communications in Statistics-Theory and Methods, 2016Taylor & Francis
… In this paper we show an approximation in law to the subfractional Brownian motion with
in the Skorohod topology. The construction of these approximations is based on random
walks. … Similar to these works, in this short note we present an approximation to sub-fBm
with , however based on random walks. …
In this paper we show an approximation in law to the subfractional Brownian motion with in the Skorohod topology. The construction of these approximations is based on random walks.
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