A random walk approximation to fractional Brownian motion

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dc.creatorLindstrøm, Tom
dc.date2007-08-14
dc.date.accessioned2026-07-07T08:23:37Z
dc.date.available2026-07-07T08:23:37Z
dc.descriptionWe present a random walk approximation to fractional Brownian motion where the increments of the fractional random walk are defined as a weighted sum of the past increments of a Bernoulli random walk.
dc.identifierhttps://arxiv.org/abs/0708.1905
dc.identifierhttp://arxiv.org/abs/0708.1905
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/136062
dc.subjectProbability
dc.subject60F17, 60G15, 60G18
dc.titleA random walk approximation to fractional Brownian motion
dc.typetext

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