A Strong Approximation of Subfractional Brownian Motion by Means of Transport Processes

  • Johanna Garzón
  • Luis G. Gorostiza
  • Jorge A. LeónEmail author
Conference paper
Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 34)


Subfractional Brownian motion is a process analogous to fractional Brownian motion but without stationary increments. In Garzón et al. (Stoch. Proc. Appl. 119:3435–3452, 2009) we proved a strong uniform approximation with a rate of convergence for fractional Brownian motion by means of transport processes. In this paper we prove a similar type of approximation for subfractional Brownian motion.


Brownian Motion Fractional Brownian Motion Strong Approximation Stochastic Calculus Hurst Parameter 
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This work was done with support of CONACyT grant 98998.


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Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  • Johanna Garzón
    • 1
  • Luis G. Gorostiza
    • 2
  • Jorge A. León
    • 3
    Email author
  1. 1.Department of MathematicsUniversidad Nacional de ColombiaBogotaColombia
  2. 2.Department of MathematicsCINVESTAV-IPNMexico cityMexico
  3. 3.Department of Automatic ControlCINVESTAV-IPNMexico cityMexico

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