An approximation to the subfractional Brownian sheet using martingale differences
Work
Year: 2015
Type: article
Abstract: In this paper, we obtain an approximation in law of the subfractional Brownian sheet using martingale differences.
Authors Jinhong Zhang, G. J. Shen, Mengyu Li
Institution Anhui Normal University
Cites: 16
Cited by:
Related to: 10
FWCI:
Citation percentile (by year/subfield):
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: gold
APC paid (est): $1,300