Approximation to Multifractional Riemann-Liouville Brownian Sheet

Hongshuai Dai

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 7, 1399-1410

Abstract: 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.

Date: 2015
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DOI: 10.1080/03610926.2013.765476

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