摘要
In this paper,we prove approximations of multifractional Brownian motions with moving-average representations and of those with harmonizable representations in the space of continuous functions on [0,1]. These approximations are constructed by Poisson processes.
In this paper, we prove approximations of multifractional Brownian motions with moving-average representations and of those with harmonizable representations in the space of continuous functions on [0, 1]. These approximations are constructed by Poisson processes.
基金
supported by National Natural Science Foundation of China (Grant No. 10901054)
