An optimal approximation of Rosenblatt sheet by multiple Wiener integrals

Guangjun Shen, Qian Yu

Let $Z^{\alpha ,\beta }$ be the Rosenblatt sheet with the representation $$Z^{\alpha ,\beta }(t,s)={\int }_0^t{\int }_0^s{\int }_0^t{\int }_0^s{Q}^{\alpha }(t,y_1,y_2)Q^{\beta }(s,u_1,u_2)B(d{y}_1,d{u}_1)B(d{y}_2,d{u}_2)$$ where $B$ is a…