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2014 Operator Fractional Brownian Motion and Martingale Differences
Hongshuai Dai, Tien-Chung Hu, June-Yung Lee
Abstr. Appl. Anal. 2014(SI15): 1-8 (2014). DOI: 10.1155/2014/791537


It is well known that martingale difference sequences are very useful in applications and theory. On the other hand, the operator fractional Brownian motion as an extension of the well-known fractional Brownian motion also plays an important role in both applications and theory. In this paper, we study the relation between them. We construct an approximation sequence of operator fractional Brownian motion based on a martingale difference sequence.


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Hongshuai Dai. Tien-Chung Hu. June-Yung Lee. "Operator Fractional Brownian Motion and Martingale Differences." Abstr. Appl. Anal. 2014 (SI15) 1 - 8, 2014.


Published: 2014
First available in Project Euclid: 27 February 2015

zbMATH: 07023076
MathSciNet: MR3275752
Digital Object Identifier: 10.1155/2014/791537

Rights: Copyright © 2014 Hindawi

Vol.2014 • No. SI15 • 2014
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