A note on approximation to subfractional brownian motion
- ISSN号:1674-5647
- 期刊名称:《数学研究通讯:英文版》
- 时间:0
- 分类:O211.6[理学—概率论与数理统计;理学—数学]
- 作者机构:[1]Department of Mathematics,Anhui Normal University, Wuhu 241000,China
- 相关基金:The work is supported by the National Natural Science Foundation of China (11271020);the Natural Science Foundation of Anhui Province(1208085MAll);the Key Natural Science Foundation of the Anhui Educational Committee(KJ2012ZD01) ;the Philosophy and Social Science Planning Foundation of Anhui Province (AHSK11- 12D128) Acknowledgements The author would like to thank Professor Dongjin Zhu, Professor Guangjun Shen for stimulating 1 discussions.
中文摘要:
Abstract:Subfractional Brownian motion can be decomposed in distribution as a sum of independent fractional Brownian motion and a centered Gaussian process with absolutely continuouspaths.This paper proves an approximations of subfractional Brownian motion using the decomposition.
英文摘要:
Subfractional Brownian motion can be decomposed in distribution as a sum of independent fractional Brownian motion and a centered Gaussian process with absolutely continuouspaths.This paper proves an approximations of subfractional Brownian motion using the decomposition.