Operator fractional Brownian sheet and martingale differences
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. KCI Citation Count: 0
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| Veröffentlicht in: | Taehan Suhakhoe hoebo 2018, 55(1), , pp.9-23 |
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| Hauptverfasser: | , , |
| Format: | Artikel |
| Sprache: | eng |
| Schlagworte: | |
| Online-Zugang: | Volltext |
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| Zusammenfassung: | 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. KCI Citation Count: 0 |
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| ISSN: | 1015-8634 2234-3016 |
| DOI: | 10.4134/BKMS.b160700 |