2013/12/07 by Hongshuai Dai, Dai, Hongshuai, Tien-Chung Hu +3
Mathematics · #FOS: Mathematics #Probability (math.PR) #math.PR
paper · pdf · doi:10.48550/arxiv.1312.2046
arxiv created 2013/12/07 · arxiv updated 2013/12/10
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 important role in both applications and theory. In this paper, we study the relationship between them. We will construct an approximation sequence of operator fractional Brownian motion based on a martingale difference sequence.