Weak convergence of the complex fractional Brownian motion
oleh: Liheng Sang, Guangjun Shen, Qingbo Wang
| Format: | Article |
|---|---|
| Diterbitkan: | SpringerOpen 2018-12-01 |
Deskripsi
Abstract In this paper, we obtain two approximations in law of the complex fractional Brownian motion by processes constructed from a Poisson process and a Lévy process, respectively.