Fractional Brownian sheet and martingale difference random fields

DOI10.1186/s13660-016-1144-7zbMath1385.60050OpenAlexW2517455938WikidataQ59466575 ScholiaQ59466575MaRDI QIDQ308179

Zhi Wang, Jing Cui

Publication date: 5 September 2016

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-016-1144-7

zbMATH Keywords

weak convergencemartingale difference random fieldsmultidimensional parameter fractional Brownian sheet

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Functional limit theorems; invariance principles (60F17)

Cites Work

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• Integral transformations and anticipative calculus for fractional Brownian motions
• The Malliavin Calculus and Related Topics
• An Approximation of Subfractional Brownian Motion
• Stochastic Calculus for Fractional Brownian Motion and Applications
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications

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