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 |
| _version_ | 1819289874869518336 |
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| author | Liheng Sang Guangjun Shen Qingbo Wang |
| author_facet | Liheng Sang Guangjun Shen Qingbo Wang |
| author_sort | Liheng Sang |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-12-24T03:13:47Z |
| format | Article |
| id | doaj.art-41187c9250d842f8beef71a3c9482922 |
| institution | Directory Open Access Journal |
| issn | 1687-1847 |
| language | English |
| last_indexed | 2024-12-24T03:13:47Z |
| publishDate | 2018-12-01 |
| publisher | SpringerOpen |
| record_format | Article |
| series | Advances in Difference Equations |
| spelling | doaj.art-41187c9250d842f8beef71a3c94829222022-12-21T17:17:42ZengSpringerOpenAdvances in Difference Equations1687-18472018-12-012018111810.1186/s13662-018-1892-4Weak convergence of the complex fractional Brownian motionLiheng Sang0Guangjun Shen1Qingbo Wang2School of Statistics and Mathematics, Zhejiang Gongshang UniversitySchool of Mathematics and Statistics, Anhui Normal UniversitySchool of Mathematics and Statistics, Anhui Normal UniversityAbstract 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.http://link.springer.com/article/10.1186/s13662-018-1892-4Complex fractional Brownian motionPoisson processLévy processWeak convergence |
| spellingShingle | Liheng Sang Guangjun Shen Qingbo Wang Weak convergence of the complex fractional Brownian motion Advances in Difference Equations Complex fractional Brownian motion Poisson process Lévy process Weak convergence |
| title | Weak convergence of the complex fractional Brownian motion |
| title_full | Weak convergence of the complex fractional Brownian motion |
| title_fullStr | Weak convergence of the complex fractional Brownian motion |
| title_full_unstemmed | Weak convergence of the complex fractional Brownian motion |
| title_short | Weak convergence of the complex fractional Brownian motion |
| title_sort | weak convergence of the complex fractional brownian motion |
| topic | Complex fractional Brownian motion Poisson process Lévy process Weak convergence |
| url | http://link.springer.com/article/10.1186/s13662-018-1892-4 |
| work_keys_str_mv | AT lihengsang weakconvergenceofthecomplexfractionalbrownianmotion AT guangjunshen weakconvergenceofthecomplexfractionalbrownianmotion AT qingbowang weakconvergenceofthecomplexfractionalbrownianmotion |