Approximation of fractional Brownian sheet by Wiener integral |
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| Authors: | Liheng Sang Qiangqiang Chang |
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| Institution: | 1. Department of Mathematics, Chuzhou University, Chuzhou, China;2. Department of Mathematics, Anhui Normal University, Wuhu, China |
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| Abstract: | In this paper, we consider an approximation of the fractional Brownian sheet by two parameter wiener integral. We obtain that there exists an unique two parameter wiener integral closest to the fractional Brownian sheet. |
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| Keywords: | Approximation fractional Brownian sheet Wiener integral |
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