Approximation in law to the \(d\)-parameter fractional Brownian sheet based on the functional invariance principle (Q2493583): Difference between revisions
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| Property / cites work: Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes. / rank | |||
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Latest revision as of 17:17, 24 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation in law to the \(d\)-parameter fractional Brownian sheet based on the functional invariance principle |
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Approximation in law to the \(d\)-parameter fractional Brownian sheet based on the functional invariance principle (English)
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21 June 2006
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The authors give a results of convergence in law to the \(d\)-parameter fractional Brownian sheet. The approximations are a family of continuous processes constructed by using the functional invariance principle.
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weak convergence
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functional invariance principle
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