Weak approximation for a class of gaussian processes

Journal of Applied Probability

Volumn 37, Issue 2, 2000, Pages 400-407

  Delgado, Rosario ^a   Jolis, Maria ^a  

^a UNIVERSITAT AUTÒNOMA DE BARCELONA   (Spain)

Author keywords

Fractional Brownian motion; Gaussian process; Poisson process; Weak convergence

Indexed keywords

EID: 0034339361     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1014842545     Document Type: Article

References (5)

1. BILLINGSLEY, P. (1968). Convergence ofProbability measures. John Wiley. New York.
2. DECREUSEFOND, L. AND USTUNEL, A. S. (1999). Stochastic analysis of the fractional Brownian motion. Potential Analysis 10, 177-214.
3. Hida, T. AND HITSUDA, M. (1976). GaussianProcesses (Translations of Mathematical Monographs 120). American Mathematical Society, Providence, RI.
4. MANDELBROT, B. B. AND Van Ness, J. W. (1968). Fractional Brownian motions, fractional noises and applications. SIAMRev. 10, 422-437.
5. STROOCK, D. W. (1982). Topics in Stochastic Differential Equations. Tata Institute of Fundamental Research & Springer, Berlin.