SUPER FRACTIONAL BROWNIAN-MOTION, FRACTIONAL SUPER BROWNIAN-MOTION AND RELATED SELF-SIMILAR (SUPER) PROCESSES
成果类型：
Article
署名作者：
ADLER, RJ; SAMORODNITSKY, G
署名单位：
Cornell University
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176988287
发表日期：
1995
页码：
743-766
关键词：
摘要：
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 historical process type. In the case in which the underlying motion is that of a fractional Brownian motion, we obtain a characterization of the limit process as a kind of stochastic integral against the historical process of a Brownian motion defined on the full real line.