Acta mathematica scientia, Series B >
STABLE SUB-GAUSSIAN MODELS CONSTRUCTED BY POISSON PROCESSES
Received date: 2009-11-18
Revised date: 2010-10-26
Online published: 2011-09-20
Supported by
The research supported by National Natural Science Foundation of China (10901054).
In this paper, we first prove that one-parameter standard -stable sub-Gaussian processes can be approximated by processes constructed by integrals based on the Poisson process with random intensity. Then we extend this result to the two-parameter processes. At last, we consider the approximation of the subordinated fractional Brownian motion.
DAI Hong-Shuai , LI Yu-Qiang . STABLE SUB-GAUSSIAN MODELS CONSTRUCTED BY POISSON PROCESSES[J]. Acta mathematica scientia, Series B, 2011 , 31(5) : 1945 -1958 . DOI: 10.1016/S0252-9602(11)60373-1
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