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 original | Anglès |
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Pàgines (de-a) | 131-150 |
Nombre de pàgines | 20 |
Revista | Mathematical Communications |
Volum | 26 |
Número | 2 |
Estat de la publicació | Publicada - 2021 |