Approximation in law to the \(d\)-parameter fractional Brownian sheet based on the functional invariance principle (Q2493583)
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scientific article; zbMATH DE number 5034358
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| English | Approximation in law to the \(d\)-parameter fractional Brownian sheet based on the functional invariance principle |
scientific article; zbMATH DE number 5034358 |
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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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0.92883265
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0.91250324
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0.9094278
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0.9080839
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0.9067649
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0.8985757
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0.8920899
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0.8920479
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