Weak convergence to the two-parameter Volterra multifractional process in Besov spaces

DOI10.3770/J.ISSN:2095-2651.2017.05.012MaRDI QIDQ4640599zbMATH OpenFDO

Authors Xichao Sun, Junfeng Liu

Publication date 25 May 2018

zbMATH Keywords

weak convergencePoisson processmultifractional Brownian sheet

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22)

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Cited in

(3)

• The two-parameter Volterra multifractional process
• Weak convergence to multifractional Brownian motion of Riemann-Liouville type in Besov spaces
• Weak convergence to fractional Brownian motion in some anisotropic Besov space

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