Approximation in law to the d-parameter fractional Brownian sheet based on the functional invariance principle

DOI10.4171/RMI/444zbMATH Open1102.60028MaRDI QIDQ2493583FDOQ2493583

Authors: Xavier Bardina, Carme Florit 

Publication date: 21 June 2006

Published in: Revista Matemática Iberoamericana (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/41960

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zbMATH Keywords

weak convergencefunctional invariance principle

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Functional limit theorems; invariance principles (60F17)

Cites Work

• Stochastic calculus with respect to Gaussian processes
• Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes.
• Convergence in law to the multiple fractional integral.

Cited In (16)

• Weak convergence to Rosenblatt sheet
• Weak convergence towards two independent Gaussian processes from a unique Poisson process
• Convergence in law to operator fractional Brownian motion of Riemann-Liouville type
• An invariance principle for fractional Brownian sheets
• Functional limit theorems for generalized variations of the fractional Brownian sheet
• Weak convergence to a class of Gaussian proccesses in anisotropique
• Weak convergence to multifractional Brownian motion of Riemann-Liouville type in Besov spaces
• Approximation of the Rosenblatt sheet
• Approximation of the fractional Brownian sheetVIAOrnstein-Uhlenbeck sheet
• Linear SPDEs driven by stationary random distributions
• Approximation of multidimensional parameter fractional Brownian sheet in a Skorokhod space
• Approximation to Multifractional Riemann-Liouville Brownian Sheet
• Weak convergence to the fractional Brownian sheet using martingale differences
• Approximation of fractional Brownian sheet by Wiener integral
• Approximation to two independent Gaussian processes from a unique Lévy process and applications
• Weak convergence for the fourth-order stochastic heat equation with fractional noises

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