Full article: An Approximation of Subfractional Brownian Motion Skip to Main Content Taylor
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We construct a family of processes, from a single Poisson process, that converges in law to a
complex Brownian motion. Moreover, we find realizations of these processes that converge …

Weak convergence to the fractional Brownian sheet using martingale differences - ScienceDirect
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In this paper, we establish the functional large deviation principle (LDP) for the Kac–Stroock
approximations of a wild class of Gaussian processes constructed by telegraph types of …

We study the problem of optimal approximation of a fractional Brownian motion by
martingales. We prove that there exists a unique martingale closest to fractional Brownian …

We study, under mild conditions, the weak approximation constructed from a standard
Poisson process for a class of Gaussian processes, and establish its sample path moderate …

We construct a wavelet-based almost-sure uniform approximation of fractional Brownian
motion (FBM)(Bt (H)) _t∈[0, 1] of Hurst index H∈(0, 1). Our results show that, by Haar …

Weak convergence of the complex fractional Brownian motion | Advances in Continuous and
Discrete Models Skip to main content SpringerLink Account Menu Find a journal Publish with …

We know that the angular velocity vector has an important role in the kinematics of two rigid
bodies, especially one rolling on another [1-3]. The investigation of the geometry of the …

Letting~ $ N=\left\{N (t), t\geq0\right\} $ be a standard Poisson process, Stroock~\cite
{Stroock-1981} constructed a family of continuous processes by $$\Theta …