Weak approximation of the Brownian sheet from a Poisson process in the plane (Q1586573): Difference between revisions
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Revision as of 04:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak approximation of the Brownian sheet from a Poisson process in the plane |
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Weak approximation of the Brownian sheet from a Poisson process in the plane (English)
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25 July 2001
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The purpose of this paper is to construct an approximation in law of the Brownian sheet by two-parameter processes, obtained from the Poisson process in the plane. Thus, an analogous result (in one-parameter case) of \textit{D. W. Stroock} [``Lectures on topics in stochastic differential equations'' (1982; Zbl 0516.60065)] is extended for the two-parameter processes.
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two-parameter Poisson process
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weak convergence
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