A note on approximation to multifractional Brownian motion  

作　　者：DAI HongShuai LI YuQiang 

机构地区：[1]College of Mathematics and Information Sciences, Guangxi University, Nanning 530004, China [2]School of Finance and Statistics, East China Normal University, Shanghai 200241, China

出　　处：《Science China Mathematics》2011年第10期2145-2154,共10页中国科学：数学（英文版）

基　　金：supported by National Natural Science Foundation of China (Grant No. 10901054)

摘　　要：In this paper,we prove approximations of multifractional Brownian motions with moving-average representations and of those with harmonizable representations in the space of continuous functions on [0,1]. These approximations are constructed by Poisson processes.In this paper, we prove approximations of multifractional Brownian motions with moving-average representations and of those with harmonizable representations in the space of continuous functions on [0, 1]. These approximations are constructed by Poisson processes.

关 键 词：multifractional Brownian motion fractional Brownian motion Poisson process weak convergence 

分 类 号：O552.1[理学—热学与物质分子运动论] O174.41[理学—物理]