supported by the National Natural Science Foundation of China(11271020);the Natural Science Foundation of Anhui Province(1208085MA11);the Key Natural Science Foundation of the Anhui Educational Committee(KJ2012ZD01);the Philosophy and Social Science Planning Foundation of Anhui Province(AHSK1112D128)
Abstract:Subfractional Brownian motion can be decomposed in distribution as a sum of independent fractional Brownian motion and a centered Gaussian process with absolutely continuouspaths.This paper proves an approxim...