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arXiv · 1202.1798

A strong uniform approximation of sub-fractional Brownian motion

Johanna Garzon·Luis G. Gorostiza·Jorge A. Leon
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Abstract

Sub-fractional Brownian motion is a process analogous to fractional Brownian motion but without stationary increments. In \cite{GGL1} 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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Johanna Garzon, Luis G. Gorostiza, Jorge A. Leon. 2012-02-08. A strong uniform approximation of sub-fractional Brownian motion. https://arxiv.org/abs/1202.1798

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