A strong convergence to the Rosenblatt process

作者：Garzon Johanna; Torres Soledad; Tudor Ciprian A^*

来源：Journal of Mathematical Analysis and Applications, 2012, 391(2): 630-647.

DOI：10.1016/j.jmaa.2012.02.040

• Multiple stochastic integrals
• Limit theorems
• Transport process
• Rosenblatt process
• Fractional Brownian motion
• Strong convergence
• Self-similarity

We give a strong approximation of Rosenblatt process via transport processes and we give the rate of convergence.

• 出版日期2012-7-15