Random Walks and Subfractional Brownian Motion

Abstract

In this article, we show a result of approximation in law to subfractional Brownian motion, with $H>\frac{1}{2}$, in the Skorohod topology. The construction of these approximations is based on a sequence of I.I.D random variables

References in corpus (2)

• Approximations of fractional Brownian motion
• A strong uniform approximation of sub-fractional Brownian motion