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arxiv: 1212.1818 · v2 · pith:BC2MVSZKnew · submitted 2012-12-08 · 🧮 math.PR

Approximation to multifractional Riemann-Liouville Brownian sheet

classification 🧮 math.PR
keywords brownianriemann-liouvilleapproximationmultifractionalsheetapproximationsconstructionfirst
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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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