Weak approximation of the Brownian sheet from a Poisson process in the plane

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Abstract

We show an approximation in law of the Brownian sheet by processes constructed from the Poisson process in the plane. This result was inspired by a similar result of Stroock in the one-parameter case. © 2000 ISI/BS.
Original languageEnglish
Pages (from-to)653-665
JournalBernoulli
Volume6
Issue number4
DOIs
Publication statusPublished - 1 Jan 2000

Keywords

  • Two-parameter poisson process
  • Two-parameter wiener process
  • Weak convergence

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