An Approximation of Subfractional Brownian Motion |
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| Authors: | Guangjun Shen Litan Yan |
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| Affiliation: | 1. Department of Mathematics, Anhui Normal University, Wuhu, China;2. Department of Mathematics, Donghua University, Shanghai, China |
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| Abstract: | In this article, we obtain an approximation theorem for subfractional Brownian motion with H > 1/2, using martingale differences. The proof involves the tightness and identification of finite dimensional distributions. |
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| Keywords: | Subfractional Brownian motion Martingale differences Convergence in distribution. |
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