• Title of article

    Particle picture interpretation of some Gaussian processes related to fractional Brownian motion

  • Author/Authors

    Tomasz Bojdecki، نويسنده , , Tomasz and Talarczyk، نويسنده , , Anna، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2012
  • Pages
    21
  • From page
    2134
  • To page
    2154
  • Abstract
    We construct fractional Brownian motion, sub-fractional Brownian motion and negative sub-fractional Brownian motion by means of limiting procedures applied to some particle systems. These processes are obtained for full ranges of Hurst parameter. loy the so-called white noise approach. Our construction is quite general, permitting to obtain also some other Gaussian processes, as well as multidimensional random fields. In particular, we generalize and presumably simplify some results by Hambly and Jones (2007). We also obtain a new class of S ′ -valued density processes, containing as a particular case the density process of Martin-Löf (1976).
  • Keywords
    Fractional Brownian motion , Particle system , Density process , Negative sub-fractional Brownian motion , Sub-fractional Brownian motion , Occupation time fluctuation limit
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2012
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578597