Random Walks and Subfractional Brownian Motion

Hongshuai Dai

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arXiv · 1303.5161

Random Walks and Subfractional Brownian Motion

Hongshuai Dai

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Abstract

In this article, we show a result of approximation in law to subfractional Brownian motion, with $H>\frac{1}{2}$, in the Skorohod topology. The construction of these approximations is based on a sequence of I.I.D random variables

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Hongshuai Dai. 2013-03-21. Random Walks and Subfractional Brownian Motion. https://arxiv.org/abs/1303.5161

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