摘要
Abstract:Subfractional Brownian motion can be decomposed in distribution as a sum of independent fractional Brownian motion and a centered Gaussian process with absolutely continuouspaths.This paper proves an approximations of subfractional Brownian motion using the decomposition.
Subfractional Brownian motion can be decomposed in distribution as a sum of independent fractional Brownian motion and a centered Gaussian process with absolutely continuouspaths.This paper proves an approximations of subfractional Brownian motion using the decomposition.
出处
《安徽工程大学学报》
CAS
2014年第4期85-91,共7页
Journal of Anhui Polytechnic University
基金
supported by the National Natural Science Foundation of China(11271020)
the Natural Science Foundation of Anhui Province(1208085MA11)
the Key Natural Science Foundation of the Anhui Educational Committee(KJ2012ZD01)
the Philosophy and Social Science Planning Foundation of Anhui Province(AHSK1112D128)
关键词
随机图
复杂网络
排它过程
生成元
subfractional brownian motion
fractional brownian motion
weak convergence
poisson process.
