An approximation to the subfractional Brownian sheet using martingale differences
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Publication:2017436
DOI10.1186/s13660-015-0625-4zbMath1310.60039OpenAlexW2127756888WikidataQ59435570 ScholiaQ59435570MaRDI QIDQ2017436
Jinhong Zhang, Mengyu Li, Guang Jun Shen
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
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18)
Cites Work
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- Stochastic integrals in the plane
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- On the Wiener integral with respect to a sub-fractional Brownian motion on an interval
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- Weak approximation for a class of Gaussian processes
- An Approximation of Subfractional Brownian Motion
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
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