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An approximation to the Rosenblatt process using martingale differences

Authors:	Chao Chen Liya SunLitan Yan

Institution:	^a Department of Mathematics, East China University of Science and Technology, 130 MeiLong Rd., Xuhui, Shanghai 200237, PR China ^b Department of Mathematics, Donghua University, 2999 North Renmin Rd., Songjiang, Shanghai 201620, PR China

Abstract:	In this paper we give an approximation theorem for Rosenblatt processes with H>1/2, using martingale differences.

Keywords:	primary 60G15 60H05 secondary 60H07
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