Donsker type theorem for fractional Poisson process
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Approximation to two independent Gaussian processes from a unique Lévy process and applications
J Wang, X Song, G Shen, X Yin - Communications in Statistics …, 2020 - Taylor & Francis
In this article, we construct two families of processes, from a unique Lévy process, the finite
dimensional distributions of which converge in law towards the finite dimensional …
dimensional distributions of which converge in law towards the finite dimensional …
Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation
G Shen, Z Tang, J Wang - Communications in Statistics-Theory …, 2023 - Taylor & Francis
In this paper, we consider discrete time approximations for stochastic differential equations
with the form: X t= X 0+∫ 0 tf (X s) dhs+∫ 0 tg (X s) d Y s H, t> 0, where h: R+→ R is a …
with the form: X t= X 0+∫ 0 tf (X s) dhs+∫ 0 tg (X s) d Y s H, t> 0, where h: R+→ R is a …