Weak approximation for Gaussian processes from renewal processes

doi:10.1080/07362994.2026.2657387

2026-07-04

DOI：10.1080/07362994.2026.2657387

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摘要

En 中文

在文献[5]中，构建了一类从更新过程定义的、强收敛于布朗运动的进程族。本文证明，这些进程中的某些可以用于构建分数布朗运动或多重Stratonovich积分等高斯过程的近似，并提供了确保收敛成立的更新过程的充分条件。此类高斯过程的一个示例是具有任意Hurst参数的分数布朗运动。

Keyword:

weak convergence

renewal process

fractional Brownian motion

multiple Stratonovich integrals

期刊

Stochastic Analysis and Applications

IF:

0.7

论文数:

被引数:

机构

university of barcelona

学者数:

6.1W

论文数: 4.5W

被引数: 74

Autonomous University of Barcelona

学者数:

3.7W

论文数: 2.6W

被引数: 47

引用论文

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