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A strong convergence to the tempered fractional Brownian motion |
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| Authors: | Guangjun Shen Liangwen Xia Dongjin Zhu |
| Affiliation: | Department of Mathematics, Anhui Normal University, Wuhu, China |
| Abstract: | In this paper, we give a strong approximation of the tempered fractional Brownian motion via transport processes and derive the rate of convergence. |
| Keywords: | Fractional Brownian motion rate of convergence strong convergence tempered fractional Brownian motion transport process. |