Operator Fractional Brownian Motion and Martingale Differences
Joint Authors
Dai, Hongshuai
Hu, Tien-Chung
Lee, June-Yung
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-10-23
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Dai, Hongshuai& Hu, Tien-Chung& Lee, June-Yung. 2014. Operator Fractional Brownian Motion and Martingale Differences. Abstract and Applied Analysis،Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-1014786
Modern Language Association (MLA)
Dai, Hongshuai…[et al.]. Operator Fractional Brownian Motion and Martingale Differences. Abstract and Applied Analysis No. 2014 (2014), pp.1-8.
https://search.emarefa.net/detail/BIM-1014786
American Medical Association (AMA)
Dai, Hongshuai& Hu, Tien-Chung& Lee, June-Yung. Operator Fractional Brownian Motion and Martingale Differences. Abstract and Applied Analysis. 2014. Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-1014786
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1014786
