An approximation to the subfractional Brownian sheet using martingale differences

DOI10.1186/S13660-015-0625-4MaRDI QIDQ2017436zbMATHOpenAlexWikidataFDO

Authors Jinhong Zhang, Guangjun Shen, Mengyu Li

Publication date 20 March 2015

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

Full work available at URL https://doi.org/10.1186/s13660-015-0625-4

zbMATH Keywords

weak convergencemartingale differencessubfractional Brownian sheet

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18)

Cites work

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

Cited in

(1)

• Fractional Brownian sheet and martingale difference random fields

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