An approximation to the subfractional Brownian sheet using martingale differences
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- 作者：Jinhong Zhang (1)
Guangjun Shen (1)
Mengyu Li (1)
1. Department of Mathematics ; Anhui Normal University ; Wuhu ; 241000 ; China - 关键词：60G15 ; 60G18 ; 60F05 ; subfractional Brownian sheet ; martingale differences ; weak convergence
- 刊名：Journal of Inequalities and Applications
- 出版年：2015
- 出版时间：December 2015
- 年：2015
- 卷：2015
- 期：1
- 全文大小：1,010 KB
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- 出版者：Springer International Publishing
- ISSN：1029-242X
文摘
In this paper, we obtain an approximation in law of the subfractional Brownian sheet using martingale differences.