A Poisson bridge between fractional Brownian motion and stable Lévy motion

Stochastic Processes and their Applications

Volumn 116, Issue 3, 2006, Pages 447-462

  Gaigalas, Raimundas ^a  

^a UPPSALA UNIVERSITY   (Sweden)

Author keywords

Asymptotic self similarity; Infinitely divisible process; Long range dependence; Poisson random measure

Indexed keywords

ASYMPTOTIC STABILITY; BROWNIAN MOVEMENT; FUNCTION EVALUATION; INTEGRAL EQUATIONS;

ASYMPTOTIC SELF-SIMILARITY; INFINITELY DIVISIBLE PROCESS; LONG-RANGE DEPENDENCE; POISSON RANDOM MEASURE;

POISSON EQUATION;

EID: 31344460145     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2005.10.003     Document Type: Article

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