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arXiv · 1504.02203

Operator Fractional Brownian Sheet and Martingale Differences

Hongshuai Dai·Guangjun Shen·Wenliang Xia
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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.

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Hongshuai Dai, Guangjun Shen, Wenliang Xia. 2015-04-09. Operator Fractional Brownian Sheet and Martingale Differences. https://arxiv.org/abs/1504.02203

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