Approximation to multifractional Riemann-Liouville Brownian sheet
H Dai - Communications in Statistics-Theory and Methods, 2015 - Taylor & Francis
Communications in Statistics-Theory and Methods, 2015•Taylor & Francis
In this article, we first introduce multifrational Riemann-Liouville Brownian sheets. Then, we
show a result of approximation in law of the multifractional Riemann-Liouville Brownian
sheet. The construction of these approximations is based on a sequence of IID random
variables.
show a result of approximation in law of the multifractional Riemann-Liouville Brownian
sheet. The construction of these approximations is based on a sequence of IID random
variables.
In this article, we first introduce multifrational Riemann-Liouville Brownian sheets. Then, we show a result of approximation in law of the multifractional Riemann-Liouville Brownian sheet. The construction of these approximations is based on a sequence of I.I.D random variables.
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