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

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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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