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http://dx.doi.org/10.4134/BKMS.b160700

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)
Publication Information
Bulletin of the Korean Mathematical Society / v.55, no.1, 2018 , pp. 9-23 More about this Journal
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.
Keywords
fractional Brownian sheet; operator fractional Brownian sheet of Riemann-Liouville type; martingale differences; weak convergence;
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