Approximation to Multifractional Riemann-Liouville Brownian Sheet |
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| Authors: | Hongshuai Dai |
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| Affiliation: | 1. School of Statistics, Shandong University of Finance and Economics, Jinan, Chinamathdsh@gmail.com |
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| Abstract: | In this article, 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. |
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| Keywords: | Multifractional Riemann-Liouville Brownian sheet Donsker’s theorem Weak convergence |
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