A strong convergence to the Rosenblatt process

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:391

Article

Garzon, Johanna²  Torres, Soledad²  Tudor, Ciprian A.¹ 

[1] Univ Lille 1, Lab Paul Painleve, F-59655 Villeneuve Dascq, France

[2] Univ Valparaiso, Fac Ingn CIMFAV, Valparaiso 4059, Chile

关键词: Multiple stochastic integrals;    Limit theorems;    Transport process;    Rosenblatt process;    Fractional Brownian motion;    Strong convergence;    Self-similarity;   

DOI  :  10.1016/j.jmaa.2012.02.040

来源: Elsevier

【 摘 要 】

We give a strong approximation of Rosenblatt process via transport processes and we give the rate of convergence. (C) 2012 Elsevier Inc. All rights reserved.

【 授权许可】

Free