SUPER FRACTIONAL BROWNIAN-MOTION, FRACTIONAL SUPER BROWNIAN-MOTION AND RELATED SELF-SIMILAR (SUPER) PROCESSES

Citation
Rj. Adler et G. Samorodnitsky, SUPER FRACTIONAL BROWNIAN-MOTION, FRACTIONAL SUPER BROWNIAN-MOTION AND RELATED SELF-SIMILAR (SUPER) PROCESSES, Annals of probability, 23(2), 1995, pp. 743-766
Citations number
15
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
00911798
Volume
23
Issue
2
Year of publication
1995
Pages
743 - 766
Database
ISI
SICI code
0091-1798(1995)23:2<743:SFBFSB>2.0.ZU;2-T
Abstract
We consider the full weak convergence, in appropriate function spaces, of systems of noninteracting particles undergoing critical branching and following a self-similar spatial motion with stationary increments . The limit processes are measure-valued, and are of the super and his torical process type. In the case in which the underlying motion is th at of a fractional Brownian motion, we obtain a characterization of th e limit process as a kind of stochastic integral against the historica l process of a Brownian motion defined on the full real line.