Weak approximation of the Brownian sheet from a Poisson process in the plane

DOI10.2307/3318512zbMATH Open0965.60064OpenAlexW2048780451MaRDI QIDQ1586573FDOQ1586573

Authors: Xavier Bardina, Maria Jolis 

Publication date: 25 July 2001

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1081449599

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zbMATH Keywords

weak convergencetwo-parameter Poisson process

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cited In (20)

• Strong approximations of Brownian sheet by uniform transport processes
• Weak convergence to Rosenblatt sheet
• Weak convergence of the complex fractional Brownian motion
• Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case
• Title not available (Why is that?)
• Weak convergence to a class of Gaussian proccesses in anisotropique
• Weak approximation in Besov spaces of Gaussian sheets from Poisson processes
• Approximation of the Rosenblatt sheet
• Approximations of fractional Brownian motion
• Weak convergence for quasilinear stochastic heat equation driven by a fractional noise with Hurst parameter \(H \in (\frac{1}{2},1)\)
• Functional large deviations for Kac-Stroock approximation to a class of Gaussian processes with application to small noise diffusions
• Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes.
• Rate of convergence of uniform transport processes to a Brownian sheet
• Weak approximation of the complex Brownian sheet from a Lévy sheet and applications to SPDEs
• Weak convergence to isotropic complex \(S\alpha S\) random measure
• From persistent random walk to the telegraph noise
• Weak convergence to the fractional Brownian sheet using martingale differences
• Asymptotic behavior of the weak approximation to a class of Gaussian processes
• Limit theorems of continuous-time random walks with tails
• Approximation of fractional Brownian sheet by Wiener integral

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