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A Strong Approximation of Subfractional Brownian Motion by Means of Transport Processes

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Malliavin Calculus and Stochastic Analysis

Part of the book series: Springer Proceedings in Mathematics & Statistics ((PROMS,volume 34))

Abstract

Subfractional Brownian motion is a process analogous to fractional Brownian motion but without stationary increments. In Garzón et al. (Stoch. Proc. Appl. 119:3435–3452, 2009) 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 subfractional Brownian motion.

Received 10/11/2011; Accepted 1/10/2012; Final 1/27/2012

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Acknowledgements

This work was done with support of CONACyT grant 98998.

Author information

Authors and Affiliations

  1. Department of Mathematics, Universidad Nacional de Colombia, Bogota, Colombia

    Johanna Garzón

  2. Department of Mathematics, CINVESTAV-IPN, Mexico city, Mexico

    Luis G. Gorostiza

  3. Department of Automatic Control, CINVESTAV-IPN, Mexico city, Mexico

    Jorge A. León

Authors
  1. Johanna Garzón
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  2. Luis G. Gorostiza
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  3. Jorge A. León
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Corresponding author

Correspondence to Jorge A. León .

Editor information

Editors and Affiliations

  1. , Department of Statistics, Purdue University, North University Street 150, West Lafayette, 47907, Indiana, USA

    Frederi Viens

  2. , Department of Mathematics, University of Kansas, Jayhawk Blvd 1460, Lawrence, 66045, Kansas, USA

    Jin Feng

  3. Dept. Mathematics, University of Kansas, Snow Hall 405, Lawrence, 66045-2142, Kansas, USA

    Yaozhong Hu

  4. , Department of Economics and Business, University Pompeu Fabra, Ramon Trias Fargas 25-27, Barcelona, 08005, Spain

    Eulalia Nualart 

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Garzón, J., Gorostiza, L.G., León, J.A. (2013). A Strong Approximation of Subfractional Brownian Motion by Means of Transport Processes. In: Viens, F., Feng, J., Hu, Y., Nualart , E. (eds) Malliavin Calculus and Stochastic Analysis. Springer Proceedings in Mathematics & Statistics, vol 34. Springer, Boston, MA. https://doi.org/10.1007/978-1-4614-5906-4_15

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