Operator Fractional Brownian Sheet and Martingale Differences
Probability
2018-01-22 v2
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.
Keywords
Cite
@article{arxiv.1504.02203,
title = {Operator Fractional Brownian Sheet and Martingale Differences},
author = {Hongshuai Dai and Guangjun Shen and Wenliang Xia},
journal= {arXiv preprint arXiv:1504.02203},
year = {2018}
}