Weak convergence to a class of two-parameter Gaussian processes from a Lévy sheet

Xavier Bardina, Carles Rovira*

*Autor corresponent d’aquest treball

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Resum

In this paper, we show an approximation in law, in the space of continuous functions on [0, 1]2, of two-parameter Gaussian processes that can be represented as a Wiener type integral by processes constructed from processes that converge to the Brownian sheet. As an application, we obtain a sequence of processes constructed from a Lévy sheet that converges in law towards the fractional Brownian sheet.

Idioma originalAnglès
Pàgines (de-a)131-150
Nombre de pàgines20
RevistaMathematical Communications
Volum26
Número2
Estat de la publicacióPublicada - 2021

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