Weak approximation of the Brownian sheet from a Poisson process in the plane (Q1586573)
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scientific article; zbMATH DE number 1529280
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| English | Weak approximation of the Brownian sheet from a Poisson process in the plane |
scientific article; zbMATH DE number 1529280 |
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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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0.8796118497848511
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0.8321776390075684
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0.8304213285446167
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0.8194825649261475
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0.8188148140907288
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