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Convergence of integrated superpositions of Ornstein Uhlenbeck processes to fractional Brownian motion

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Author Info
Nikolai Leonenko
Emanuele Taufer () (DISA, Faculty of Economics, Trento University)

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Publisher Info
Paper provided by Department of Computer and Management Sciences, University of Trento, Italy in its series Quaderni DISA with number 092.

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Date of creation: Oct 2004
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Handle: RePEc:trt:disatr:092

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Related research
Keywords: processo di ornstein uhlenbeck; moto browniano frazionario; dipendenza forte; teorema limite centrale funzionale;

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