An approximation to the subfractional Brownian sheet using martingale differences (Q2017436): Difference between revisions

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+Weak convergence towards two independent Gaussian processes from a unique Poisson process
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+Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
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+Sub-fractional Brownian motion and its relation to occupation times
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+Stochastic integrals in the plane
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+An approximation to the Rosenblatt process using martingale differences
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+Random walks and subfractional Brownian motion
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+Weak approximation for a class of Gaussian processes
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+A series expansion of fractional Brownian motion
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+A Strong Approximation of Subfractional Brownian Motion by Means of Transport Processes
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+Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes
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+Invariance principle for martingales on the plane
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+Fractional Brownian motion and martingale-differences
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+An Approximation of Subfractional Brownian Motion
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+On the Wiener integral with respect to a sub-fractional Brownian motion on an interval
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+Weak convergence to the fractional Brownian sheet using martingale differences
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