Approximation of fractional Brownian sheet by Wiener integral

作者:Sang, Liheng; Shen, Guangjun*; Chang, Qiangqiang
来源:Communications in Statistics - Theory and Methods, 2018, 47(6): 1423-1441.
DOI:10.1080/03610926.2017.1321123

摘要

In this paper, we consider an approximation of the fractional Brownian sheet by two parameter wiener integral. We obtain that there exists an unique two parameter wiener integral closest to the fractional Brownian sheet.

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