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Limits of sub-bifractional Brownian noises
Electronic Research Archive 2023, 31(3): 1240-1252
Published: 15 March 2023
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Let S H , K = { S t H , K , t 0 } be the sub-bifractional Brownian motion (sbfBm) of dimension 1, with indices H ( 0 , 1 ) and K ( 0 , 1 ] . We primarily prove that the increment process generated by the sbfBm { S h + t H , K S h H , K , t 0 } converges to { B t H K , t 0 } as h , where { B t H K , t 0 } is the fractional Brownian motion with Hurst index H K. Moreover, we study the behavior of the noise associated to the sbfBm and limit theorems to S H , K and the behavior of the tangent process of sbfBm.

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