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Approximation of fractional Brownian sheet by Wiener integral. (English) Zbl 1390.60146

Summary: 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.

MSC:

60G22 Fractional processes, including fractional Brownian motion
60F05 Central limit and other weak theorems
60G15 Gaussian processes
60G18 Self-similar stochastic processes
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