An approximation to the subfractional Brownian sheet using martingale differences
DOI10.1186/S13660-015-0625-4zbMATH Open1310.60039OpenAlexW2127756888WikidataQ59435570 ScholiaQ59435570MaRDI QIDQ2017436FDOQ2017436
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
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18)
Cites Work
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
- Invariance principle for martingales on the plane
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- Sub-fractional Brownian motion and its relation to occupation times
- Stochastic integrals in the plane
- Weak convergence to the fractional Brownian sheet using martingale differences
- An approximation to the Rosenblatt process using martingale differences
- An approximation of subfractional Brownian motion
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- Weak approximation for a class of Gaussian processes
- A series expansion of fractional Brownian motion
- Weak convergence towards two independent Gaussian processes from a unique Poisson process
- On the Wiener integral with respect to a sub-fractional Brownian motion on an interval
- Random walks and subfractional Brownian motion
- A strong approximation of subfractional Brownian motion by means of transport processes
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