Approximation to Multifractional Riemann-Liouville Brownian Sheet

DOI10.1080/03610926.2013.765476zbMath1319.60079arXiv1212.1818OpenAlexW2019515227MaRDI QIDQ5265838

Hongshuai Dai

Publication date: 29 July 2015

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.1818

zbMATH Keywords

weak convergenceapproximationDonsker's theoremmultifractional Riemann-Liouville Brownian sheet

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Weak convergence of the complex fractional Brownian motion ⋮ Approximation of fractional Brownian sheet by Wiener integral

Cites Work

• A note on approximation to multifractional Brownian motion
• Geometric properties of fractional Brownian sheets
• Local times of multifractional Brownian sheets
• Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes.
• On some possible generalizations of fractional Brownian motion.
• From \(N\) parameter fractional Brownian motions to \(N\) parameter multifractional Brownian motions
• Approximation in law to the \(d\)-parameter fractional Brownian sheet based on the functional invariance principle
• Weak convergence to multifractional Brownian motion of Riemann-Liouville type in Besov spaces
• Fractional Brownian motion and multifractional Brownian motion of Riemann-Liouville type
• Multiparameter Processes
• Fractional Brownian Motions, Fractional Noises and Applications
• Inequalities with Applications to the Weak Convergence of Random Processes with Multi-Dimensional Time Parameters
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications

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