Approximation to multifractional Riemann-Liouville Brownian sheet
arXiv:1212.1818 · doi:10.1080/03610926.2013.765476
Abstract
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.
arXiv admin note: text overlap with arXiv:0810.4438 by other authors