Approximation to Multifractional Riemann-Liouville Brownian Sheet
From MaRDI portal
Publication:5265838
DOI10.1080/03610926.2013.765476zbMath1319.60079arXiv1212.1818OpenAlexW2019515227MaRDI QIDQ5265838
Publication date: 29 July 2015
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1212.1818
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Functional limit theorems; invariance principles (60F17)
Related Items (2)
Weak convergence of the complex fractional Brownian motion ⋮ Approximation of fractional Brownian sheet by Wiener integral
Cites Work
- A note on approximation to multifractional Brownian motion
- Geometric properties of fractional Brownian sheets
- Local times of multifractional Brownian sheets
- Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes.
- On some possible generalizations of fractional Brownian motion.
- From \(N\) parameter fractional Brownian motions to \(N\) parameter multifractional Brownian motions
- Approximation in law to the \(d\)-parameter fractional Brownian sheet based on the functional invariance principle
- Weak convergence to multifractional Brownian motion of Riemann-Liouville type in Besov spaces
- Fractional Brownian motion and multifractional Brownian motion of Riemann-Liouville type
- Multiparameter Processes
- Fractional Brownian Motions, Fractional Noises and Applications
- Inequalities with Applications to the Weak Convergence of Random Processes with Multi-Dimensional Time Parameters
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
This page was built for publication: Approximation to Multifractional Riemann-Liouville Brownian Sheet
