Bulletin of the
Korean Mathematical Society
BKMS

ISSN(Print) 1015-8634 ISSN(Online) 2234-3016

Article

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Bull. Korean Math. Soc. 2018; 55(1): 9-23

Online first article January 8, 2018      Printed January 31, 2018

https://doi.org/10.4134/BKMS.b160700

Copyright © The Korean Mathematical Society.

Operator fractional Brownian sheet and martingale differences

Hongshuai Dai, Guangjun Shen, Liangwen Xia

Shandong University of Finance and Economics, Anhui Normal University, Anhui Normal University

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.

Keywords: fractional Brownian sheet, operator fractional Brownian sheet of Riemann-Liouville type, martingale differences, weak convergence

MSC numbers: 60B10, 60G15