Fractional Brownian sheet and martingale difference random fields

DOI10.1186/S13660-016-1144-7MaRDI QIDQ308179zbMATH OpenOpenAlexWikidataFDO

Authors Zhi Wang, Jing Cui

Publication date 5 September 2016

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13660-016-1144-7

zbMATH Keywords

martingale difference random fieldsmultidimensional parameter fractional Brownian sheetweak convergence

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Random fields (60G60)

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Cites work

• m-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index
• An approximation of subfractional Brownian motion
• Approximation of the Rosenblatt sheet
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• Fractional Brownian motion and martingale-differences
• scientific article; zbMATH DE number 812574 (Why is no real title available?)
• scientific article; zbMATH DE number 837090 (Why is no real title available?)
• scientific article; zbMATH DE number 934080 (Why is no real title available?)
• Integral transformations and anticipative calculus for fractional Brownian motions
• Invariance principle for martingale-difference random fields
• Operator fractional Brownian motion and martingale differences
• Stochastic analysis of the fractional Brownian motion
• Stochastic Calculus for Fractional Brownian Motion and Applications
• Stochastic calculus for fractional Brownian motion and related processes.
• The Malliavin Calculus and Related Topics
• Weak convergence to the fractional Brownian sheet using martingale differences

Cited in

(9)

• From random partitions to fractional Brownian sheets
• Weak convergence to the fractional Brownian sheet using martingale differences
• The convergence of a sequence of random fields in the space \(D([0,1]^d)\)
• Fractional Brownian fields, duality, and martingales
• Operator Fractional Brownian Sheet and Martingale Differences
• An invariance principle for fractional Brownian sheets
• scientific article; zbMATH DE number 837090 (Why is no real title available?)
• Mixed fractional Brownian sheets and their applications
• Fractional Brownian motion and martingale-differences

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