Abstract

Subfractional Brownian motion is a process analogous to fractional Brownian motion but without stationary increments. In Garzon et al. (Stoch. Proc. Appl. 119:3435–3452, 2009) we proved a strong uniform approximation with a rate of convergence for fractional Brownian motion by means of transport processes. In this paper we prove a similar type of approximation for subfractional Brownian motion.

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