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arXiv:1212.1818 [math.PR]AbstractReferencesReviewsResources

Approximation to multifractional Riemann-Liouville Brownian sheet

Hongshuai Dai

Published 2012-12-08, updated 2012-12-25Version 2

In this paper, 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.

Comments: arXiv admin note: text overlap with arXiv:0810.4438 by other authors
Categories: math.PR
Subjects: 60F17, 60G15
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