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Convergence in Law to Operator Fractional Brownian Motions

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Abstract

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 (Z. Wahrscheinlichkeitstheor. Verw. Geb. 31:287–302, 1975).

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Acknowledgements

The author thanks Professor Yimin Xiao, Michigan State University, USA, and Professor Yuqiang Li, East China Normal University, China, for stimulating discussions. I also would like to thank the reviewer for helpful comments to improve this work. This work was supported by the Scientific Research Foundation of Guangxi University (No. XBZ110398).

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  1. College of Mathematics and Information Sciences, Guangxi University, Nanning, 530004, China

    Hongshuai Dai

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  1. Hongshuai Dai
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Dai, H. Convergence in Law to Operator Fractional Brownian Motions. J Theor Probab 26, 676–696 (2013). https://doi.org/10.1007/s10959-011-0401-4

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