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.
Hongshuai Dai, Guangjun Shen, Liangwen Xia
Shandong University of Finance and Economics, Anhui Normal University, Anhui Normal University
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
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