| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152811 | Statistics & Probability Letters | 2010 | 9 Pages |
Abstract
We provide a result on an approximation to the generalized multifractional Brownian motion in the space of continuous functions on [0, 1]. The construction of this approximation is based on the Poisson process.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Hongshuai Dai, Yuqiang Li,