Approximation of fractional Brownian sheet by Wiener integral

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2017.1321123 ◽

2017 ◽

Vol 47 (6) ◽

pp. 1423-1441

Author(s):

Liheng Sang ◽

Guangjun Shen ◽

Qiangqiang Chang

Keyword(s):

Brownian Sheet ◽

Wiener Integral ◽

Fractional Brownian Sheet

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The Hausdorff Dimension of the Level Sets for a Fractional Brownian Sheet

Stochastic Analysis and Applications ◽

10.1081/sap-200029491 ◽

2004 ◽

Vol 22 (6) ◽

pp. 1511-1523

Author(s):

Rongmao Zhang ◽

Zhengyan Lin

Keyword(s):

Hausdorff Dimension ◽

Brownian Sheet ◽

Fractional Brownian Sheet

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Wavelet-based estimations of fractional Brownian sheet: Least squares versus maximum likelihood

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2019.112609 ◽

2020 ◽

Vol 371 ◽

pp. 112609 ◽

Author(s):

Liang Wu ◽

Yiming Ding

Keyword(s):

Maximum Likelihood ◽

Least Squares ◽

Brownian Sheet ◽

Fractional Brownian Sheet

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Weak convergence to the fractional Brownian sheet in Besov spaces

Bulletin of the Brazilian Mathematical Society New Series ◽

10.1007/s00574-003-0020-5 ◽

2003 ◽

Vol 34 (3) ◽

pp. 389-400 ◽

Author(s):

Ciprian A. Tudor

Keyword(s):

Weak Convergence ◽

Besov Spaces ◽

Brownian Sheet ◽

Fractional Brownian Sheet

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On a semilinear mixed fractional heat equation driven by fractional Brownian sheet

Boundary Value Problems ◽

10.1186/s13661-016-0736-y ◽

2017 ◽

Vol 2017 (1) ◽

Author(s):

Dengfeng Xia ◽

Litan Yan

Keyword(s):

Heat Equation ◽

Brownian Sheet ◽

Fractional Brownian Sheet ◽

Fractional Heat Equation

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Singularity functions for fractional processes: application to the fractional Brownian sheet

Annales de l Institut Henri Poincaré Probabilités et Statistiques ◽

10.1016/j.anihpb.2005.03.002 ◽

2006 ◽

Vol 42 (2) ◽

pp. 187-205 ◽

Author(s):

S COHEN ◽

X GUYON ◽

O PERRIN ◽

M PONTIER

Keyword(s):

Brownian Sheet ◽

Fractional Brownian Sheet

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Weak approximation of the fractional Brownian sheet from random walks

Electronic Communications in Probability ◽

10.1214/ecp.v18-2878 ◽

2013 ◽

Vol 18 (0) ◽

Author(s):

Zhi Wang ◽

Litan Yan ◽

Xianye Yu

Keyword(s):

Random Walks ◽

Weak Approximation ◽

Brownian Sheet ◽

Fractional Brownian Sheet

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Example of a Gaussian Self-Similar Field With Stationary Rectangular Increments That Is Not a Fractional Brownian Sheet

Stochastic Analysis and Applications ◽

10.1080/07362994.2014.1002042 ◽

2015 ◽

Vol 33 (3) ◽

pp. 413-428 ◽

Author(s):

Vitalii Makogin ◽

Yuliya Mishura

Keyword(s):

Brownian Sheet ◽

Fractional Brownian Sheet ◽

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Minimum distance parameter estimation for a stochastic equation with additive fractional Brownian sheet

Random Operators and Stochastic Equations ◽

10.1515/rose.2010.012 ◽

2010 ◽

Vol 18 (3) ◽

Author(s):

Ibrahima Mendy ◽

Armel Fabrice Yodé

Keyword(s):

Parameter Estimation ◽

Minimum Distance ◽

Stochastic Equation ◽

Brownian Sheet ◽

Fractional Brownian Sheet ◽

Distance Parameter

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Propagation of singularities in the semi-fractional Brownian sheet

Stochastic Processes and their Applications ◽

10.1016/j.spa.2007.06.010 ◽

2008 ◽

Vol 118 (7) ◽

pp. 1264-1277 ◽

Author(s):

Jochen Blath ◽

Andreas Martin

Keyword(s):

Brownian Sheet ◽

Fractional Brownian Sheet ◽

Propagation Of Singularities

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Optimality of an explicit series expansion of the fractional Brownian sheet

Statistics & Probability Letters ◽

10.1016/j.spl.2004.11.004 ◽

2005 ◽

Vol 71 (4) ◽

pp. 295-301 ◽

Author(s):

Kacha Dzhaparidze ◽

Harry van Zanten

Keyword(s):

Series Expansion ◽

Brownian Sheet ◽

Fractional Brownian Sheet

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