Rate of convergence of uniform transport processes to a Brownian sheet
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Publication:2053409
DOI10.1515/MATH-2020-0041zbMATH Open1484.60043arXiv1909.01981OpenAlexW3044370956MaRDI QIDQ2053409FDOQ2053409
Authors: Carles Rovira 
Publication date: 29 November 2021
Published in: Open Mathematics (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1909.01981
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Cited In (4)
- Strong approximations of Brownian sheet by uniform transport processes
- The complex Brownian motion as a strong limit of processes constructed from a Poisson process
- Rate of convergence of transport processes with an application to stochastic differential equations
- Strong limit of processes constructed from a renewal process
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