Convergence in law to operator fractional Brownian motions
classification
🧮 math.PR
keywords
brownianfractionalmotionsoperatorapproximationsconstructedconvergencegeneralizes
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In this paper, we provide two approximations in law of operator fractional Brownian motions. One is constructed by Poisson processes, and the other generalizes a result of Taqqu (1975).
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