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arxiv: 1504.02203 · v2 · pith:SZF6GIOUnew · submitted 2015-04-09 · 🧮 math.PR

Operator Fractional Brownian Sheet and Martingale Differences

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keywords brownianfractionalsheetdifferencesmartingaleoperatortypeapproximation
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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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