Operator Fractional Brownian Sheet and Martingale Differences
Hongshuai Dai, Guangjun Shen, Wenliang Xia
TL;DR
This paper introduces the operator fractional Brownian sheet of Riemann-Liouville type, explores its properties, and provides an approximation in law using martingale differences, contributing to the understanding of complex stochastic processes.
Contribution
It presents a new class of operator fractional Brownian sheets of Riemann-Liouville type and analyzes their properties and approximations, advancing stochastic process theory.
Findings
Defined the operator fractional Brownian sheet of Riemann-Liouville type
Analyzed key properties of the new process
Provided an approximation in law using martingale differences
Abstract
In this paper, inspired by the fractional Brownian sheet of Riemann-Liouville type, we introduce the operator fractional Brownian sheet of Riemman-Liouville type, and study some properties of it. We also present an approximation in law to it based on the martingale differences.
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Taxonomy
TopicsStochastic processes and financial applications · Probability and Risk Models · Approximation Theory and Sequence Spaces