Approximation in law to the $d$-parameter fractional Brownian sheet based on the functional invariance principle
Bardina, Xavier ; Florit, Carme
Rev. Mat. Iberoamericana, Tome 21 (2005) no. 2, p. 1037-1052 / Harvested from Project Euclid
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We show a result of approximation in law of the $d$-parameter fractional Brownian sheet in the space of the continuous functions on $[0,T]^d$. The construction of these approximations is based on the functional invariance principle.
Publié le : 2005-03-14
Classification:  $d$-parameter fractional Brownian sheet,  weak convergence,  functional invariance principle,  60F17,  60G15,  60G60 
@article{1136999140,
     author = {Bardina, Xavier and Florit, Carme},
     title = {Approximation in law to the $d$-parameter fractional Brownian
sheet based on the functional invariance principle},
     journal = {Rev. Mat. Iberoamericana},
     volume = {21},
     number = {2},
     year = {2005},
     pages = { 1037-1052},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1136999140}
}

Bardina, Xavier; Florit, Carme. Approximation in law to the $d$-parameter fractional Brownian
sheet based on the functional invariance principle. Rev. Mat. Iberoamericana, Tome 21 (2005) no. 2, pp.  1037-1052. http://gdmltest.u-ga.fr/item/1136999140/