The Brownian fractional motion as a limit of some types of stochastic processes.

Nisso, Andrea Cavanzo, and Castañeda, Liliana Blanco. "The Brownian fractional motion as a limit of some types of stochastic processes.." Revista Colombiana de Estadística 28.2 (2005): 173-191. <http://eudml.org/doc/55878>.

@article{Nisso2005,
author = {Nisso, Andrea Cavanzo, Castañeda, Liliana Blanco},
journal = {Revista Colombiana de Estadística},
keywords = {weak convergence; Gaussian process; Poisson process; fractional Brownian motion; random walk},
language = {eng},
number = {2},
pages = {173-191},
publisher = {Departamento de Estadística de la Universidad Nacional de Colombia},
title = {The Brownian fractional motion as a limit of some types of stochastic processes.},
url = {http://eudml.org/doc/55878},
volume = {28},
year = {2005},
}

TY - JOUR
AU - Nisso, Andrea Cavanzo
AU - Castañeda, Liliana Blanco
TI - The Brownian fractional motion as a limit of some types of stochastic processes.
JO - Revista Colombiana de Estadística
PY - 2005
PB - Departamento de Estadística de la Universidad Nacional de Colombia
VL - 28
IS - 2
SP - 173
EP - 191
LA - eng
KW - weak convergence; Gaussian process; Poisson process; fractional Brownian motion; random walk
UR - http://eudml.org/doc/55878
ER -