We give a result of approximation in law, in the space of the continuous functions on [0,1] 2 , of Gaussian two-parameter processes that can be represented in law as a certain Wiener-type integral. The approximations are constructed from a Poisson process in the plane. © 2003 Elsevier B.V. All rights reserved.
- Fractional Brownian sheet
- Two-parameter Gaussian processes
- Two-parameter Poisson process
- Weak convergence