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arXiv · 1212.1818

Approximation to multifractional Riemann-Liouville Brownian sheet

Hongshuai Dai
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Abstract

In this paper, we first introduce multifrational Riemann-Liouville Brownian sheets. Then, we show a result of approximation in law of the multifractional Riemann-Liouville Brownian sheet. The construction of these approximations is based on a sequence of I.I.D random variables.

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Hongshuai Dai. 2012-12-25. Approximation to multifractional Riemann-Liouville Brownian sheet. https://doi.org/10.1080/03610926.2013.765476

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