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.
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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
- Almost Sure Convergence of Uniform Transport Processes to Brownian Motion
- Approximations of fractional stochastic differential equations by means of transport processes
- Multiparameter Processes
- Rate of convergence of transport processes with an application to stochastic differential equations
- Rate of convergence of uniform transport processes to brownian motion and application to stochastic integrals
- Strong approximation of diffusion processes by transport processes
- Strong approximations of Brownian sheet by uniform transport processes
- The complex Brownian motion as a strong limit of processes constructed from a Poisson process
- Two-parameter martingales and their quadratic variation
- Weak approximation of the Brownian sheet from a Poisson process in the plane
- Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case
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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