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.
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
SpringerOpen
2018-12-01
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Series: | Advances in Difference Equations |
Subjects: | |
Online Access: | http://link.springer.com/article/10.1186/s13662-018-1892-4 |