Weak convergence of the complex fractional Brownian motion

Abstract In this paper, we obtain two approximations in law of the complex fractional Brownian motion by processes constructed from a Poisson process and a Lévy process, respectively.

Bibliographic Details
Main Authors: Liheng Sang, Guangjun Shen, Qingbo Wang
Format: Article
Language:English
Published: SpringerOpen 2018-12-01
Series:Advances in Difference Equations
Subjects:
Online Access:http://link.springer.com/article/10.1186/s13662-018-1892-4