A note on approximation to multifractional Brownian motion

Hong Shuai Dai; Yu Qiang Li

doi:10.1007/s11425-011-4246-1

A note on approximation to multifractional Brownian motion

Hong Shuai Dai
, Yu Qiang Li

统计学院

Guangxi University

科研成果: 期刊稿件 › 文章 › 同行评审

2 引用（Scopus）

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.

源语言	英语
页（从-至）	2145-2154
页数	10
期刊	Science China Mathematics
卷	54
期	10
DOI	https://doi.org/10.1007/s11425-011-4246-1
出版状态	已出版 - 10月 2011

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title = "A note on approximation to multifractional Brownian motion",

abstract = "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.",

keywords = "Poisson process, fractional Brownian motion, multifractional Brownian motion, weak convergence",

author = "Dai, \{Hong Shuai\} and Li, \{Yu Qiang\}",

year = "2011",

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doi = "10.1007/s11425-011-4246-1",

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volume = "54",

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AB - 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.

KW - Poisson process

KW - fractional Brownian motion

KW - multifractional Brownian motion

KW - weak convergence

UR - https://www.scopus.com/pages/publications/81155160886

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DO - 10.1007/s11425-011-4246-1

M3 - 文章

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SN - 1674-7283

VL - 54

SP - 2145

EP - 2154

JO - Science China Mathematics

JF - Science China Mathematics

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A note on approximation to multifractional Brownian motion

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