Guangjun Shen

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20142021

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Showing 2015 · math.PRShow all

2 papers · 2 filters

math.PR2015

An optimal approximation of Rosenblatt sheet by multiple Wiener integrals

Guangjun Shen, Qian Yu

Let $Z^{α, β}$ be the Rosenblatt sheet with the representation $Z^{α, β} (t, s) = \int_{0}^{t} \int_{0}^{s} \int_{0}^{t} \int_{0}^{s} Q^{α} (t, y_{1}, y_{2}) Q^{β} (s, u_{1}, u_{2}) B (d y_{1}, d u_{1}) B (d y_{2}, d u_{2})$ where $B$ is a…

math.PR2015

Operator Fractional Brownian Sheet and Martingale Differences

Hongshuai Dai, Guangjun Shen, Wenliang Xia

In this paper, inspired by the fractional Brownian sheet of Riemann-Liouville type, we introduce the operator fractional Brownian sheet of Riemman-Liouville type, and study some pr…