Strong approximations of Brownian sheet by uniform transport processes
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Publication:2173248
DOI10.1007/S13348-019-00263-4zbMATH Open1446.60028arXiv1909.01022OpenAlexW2972754763MaRDI QIDQ2173248FDOQ2173248
Authors: Xavier Bardina, Marco Ferrante, Carles Rovira 
Publication date: 22 April 2020
Published in: Collectanea Mathematica (Search for Journal in Brave)
Abstract: Many years ago, Griego, Heath and Ruiz-Moncayo proved that it is possible to define realizations of a sequence of uniform transform processes that converges almost surely to the standard Brownian motion, uniformly on the unit time interval. In this paper we extend their results to the multi parameter case. We begin constructing 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 on the unit square. At the end the extension to the -parameter Wiener processes is presented.
Full work available at URL: https://arxiv.org/abs/1909.01022
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Cited In (7)
- On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals
- Strong limit of processes constructed from a renewal process
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- Rate of convergence of uniform transport processes to a Brownian sheet
- Weak approximation of the Brownian sheet from a Poisson process in the plane
- The sharp Markov property of the Brownian sheet and related processes
- Mathematical perspective of Covid-19 pandemic: disease extinction criteria in deterministic and stochastic models
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