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arxiv: 1202.1798 · v1 · pith:ENU4FFYAnew · submitted 2012-02-08 · 🧮 math.PR

A strong uniform approximation of sub-fractional Brownian motion

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keywords brownianmotionapproximationsub-fractionalfractionalstronguniformanalogous
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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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