Title of article :
A strong convergence to the Rosenblatt process
Author/Authors :
Garzَn، نويسنده , , Johanna and Torres، نويسنده , , Soledad and Tudor، نويسنده , , Ciprian A. Tudor، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2012
Abstract :
We give a strong approximation of Rosenblatt process via transport processes and we give the rate of convergence.
Keywords :
transport process , Rosenblatt process , Fractional Brownian motion , Strong convergence , self-similarity , Multiple stochastic integrals , Limit theorems
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications
