Operator Fractional Brownian Sheet and Martingale Differences

zbMATH Open1391.60077arXiv1504.02203MaRDI QIDQ4576634

Hongshuai Dai, Liangwen Xia, Guangjun Shen

Publication date: 10 July 2018

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.

Full work available at URL: https://arxiv.org/abs/1504.02203

zbMATH Keywords

weak convergencemartingale differencesfractional Brownian sheetoperator fractional Brownian sheet of Riemann-Liouville type

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Martingales with continuous parameter (60G44)

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