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.
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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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