Rate of convergence of uniform transport processes to a Brownian sheet
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Publication:2053409
Abstract: In a previous paper we have constructed a family of processes, starting from a set of independent standard Poisson processes, that has realizations that converge almost surely to the Brownian sheet, uniformly in the unit square. Now, a rate of convergence from these processes to Brownian sheet is given.
A Brownian sheet \(\{W(s,t):(s,t)\in [0,1]^2\}\) is a zero mean continuous process with covariance \(E[W(s_1,t_1)\,W(s_2,t_2)]=(s_1\wedge s_2)\,(t_1\wedge t_2)\). The author gives the rate of convergence to \(W\) from a family of processes constructed from a of independent standard Poisson.
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Cites work
- A strong approximation of subfractional Brownian motion by means of transport processes
- A strong uniform approximation of fractional Brownian motion by means of transport processes
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- Approximations of fractional stochastic differential equations by means of transport processes
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- Rate of convergence of transport processes with an application to stochastic differential equations
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- The complex Brownian motion as a strong limit of processes constructed from a Poisson process
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Cited in
(4)- Rate of convergence of transport processes with an application to stochastic differential equations
- Strong approximations of Brownian sheet by uniform transport processes
- The complex Brownian motion as a strong limit of processes constructed from a Poisson process
- Strong limit of processes constructed from a renewal process
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