A note on approximation to multifractional Brownian motion

被引：0
|
作者：
HongShuai Dai
YuQiang Li
机构：
[1] Guangxi University,College of Mathematics and Information Sciences
[2] East China Normal University,School of Finance and Statistics
来源：
Science China Mathematics | 2011年 / 54卷
关键词：
multifractional Brownian motion; fractional Brownian motion; Poisson process; weak convergence; 60F05; 60G15;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we prove approximations of multifractional Brownian motions with moving-average representations and of those with harmonizable representations in the space of continuous functions on [0, 1]. These approximations are constructed by Poisson processes.
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页码：2145 / 2154
页数：9
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