Approximation of fractional Brownian sheet by Wiener integral
DOI10.1080/03610926.2017.1321123zbMATH Open1390.60146OpenAlexW2608216690MaRDI QIDQ4634828FDOQ4634828
Authors: Liheng Sang, Qiangqiang Chang, Guangjun Shen 
Publication date: 11 April 2018
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1321123
Recommendations
- Approximation of fractional Brownian motion by Wiener integrals
- On the Wiener integral with respect to the fractional Brownian motion
- scientific article; zbMATH DE number 6795712
- Wick integration with respect to fractional Brownian sheet
- Approximation of the fractional Brownian sheetVIAOrnstein-Uhlenbeck sheet
- Approximation to Multifractional Riemann-Liouville Brownian Sheet
- On the Wiener integral with respect to the fractional Brownian motion on an interval
- Weak approximation of the fractional Brownian sheet from random walks
- Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent
- scientific article
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18)
Cites Work
- The Malliavin Calculus and Related Topics
- Stochastic calculus for fractional Brownian motion and related processes.
- Stochastic Calculus for Fractional Brownian Motion and Applications
- Approximation in law to the \(d\)-parameter fractional Brownian sheet based on the functional invariance principle
- Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes.
- Weak approximation of the Brownian sheet from a Poisson process in the plane
- Weak convergence to the fractional Brownian sheet using martingale differences
- Approximations of a complex Brownian motion by processes constructed from a Lévy process
- Approximations of fractional Brownian motion
- Fractional Brownian motion and martingale-differences
- Weak approximation for a class of Gaussian processes
- Approximation of fractional Brownian motion by martingales
- Approximation of fractional Brownian motion by Wiener integrals
- Weak approximation of the fractional Brownian sheet from random walks
- Approximation to Multifractional Riemann-Liouville Brownian Sheet
Cited In (8)
- Title not available (Why is that?)
- An optimal approximation of Rosenblatt sheet by multiple Wiener integrals
- Approximation of the fractional Brownian sheetVIAOrnstein-Uhlenbeck sheet
- Weak approximation of the fractional Brownian sheet from random walks
- Approximation of fractional Brownian motion by Wiener integrals
- Approximation to Multifractional Riemann-Liouville Brownian Sheet
- Approximation in law to the \(d\)-parameter fractional Brownian sheet based on the functional invariance principle
- Feynman approximation to integrals with respect to Brownian sheet on Lie groups
This page was built for publication: Approximation of fractional Brownian sheet by Wiener integral
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4634828)
