대한수학회보 (Bulletin of the Korean Mathematical Society)

  • 제55권1호
  • /
  • Pages.9-23
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  • 2018
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  • 1015-8634(pISSN)
  • /
  • 2234-3016(eISSN)
대한수학회 (Korean Mathematical Society)
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OPERATOR FRACTIONAL BROWNIAN SHEET AND MARTINGALE DIFFERENCES

  • Dai, Hongshuai (School of Statistics Shandong University of Finance and Economics) ;
  • Shen, Guangjun (Department of Mathematics Anhui Normal University) ;
  • Xia, Liangwen (Department of Mathematics Anhui Normal University)
  • 투고 : 2016.08.25
  • 심사 : 2017.10.17
  • 발행 : 2018.01.31
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초록

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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과제정보

연구 과제 주관 기관 : National Natural Science Foundation of China, Shandong Natural Science Foundation, Distinguished Young scholars Foundation of Anhui Province, University Discipline

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