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Operator fractional Brownian sheet and martingale differences

Guangjun Shen|Hongshuai Dai|Liangwen Xia
대한수학회 (The Korean Mathematical Society)|2018.01|대한수학회보 (Bulletin of the KMS)|제55권 제1호|pp. 9-23

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참고문헌

키워드

weak convergencefractional Brownian sheetmartingale differences
주제분류수학

초록

In this paper, inspired by the fractional Brownian sheet of Riemann-Liouville type, we introduce the operator fractional Brownian sheet of Riemman-Liouville type, and study some properties of it. We also present an approximation in law to it based on the martingale differences.

Abstract

In this paper, inspired by the fractional Brownian sheet of Riemann-Liouville type, we introduce the operator fractional Brownian sheet of Riemman-Liouville type, and study some properties of it. We also present an approximation in law to it based on the martingale differences.

참고문헌 (28)

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