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Original Article

An Approximation of Subfractional Brownian Motion

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Pages 1873-1886 | Received 16 May 2012, Accepted 17 Jan 2013, Published online: 10 Apr 2014
 

Abstract

In this article, we obtain an approximation theorem for subfractional Brownian motion with H > 1/2, using martingale differences. The proof involves the tightness and identification of finite dimensional distributions.

Mathematics Subject Classification:

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