Operator Fractional Brownian Motion and Martingale Differences

Operator Fractional Brownian Motion and Martingale Differences

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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 Zanussi ZGG96624XS Gas Hob of the well-known fractional Brownian motion also plays an important role in both applications and Bathroom Fixtures theory.In this paper, we study the relation between them.We construct an approximation sequence of operator fractional Brownian motion based on a martingale difference sequence.