Weak approximation of the fractional Brownian sheet from random walks

DOI10.1214/ECP.V18-2878MaRDI QIDQ743065zbMATHOpenAlexFDO

Authors Zhi Wang, Litan Yan, Xianye Yu

Publication date 22 September 2014

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/ecp.v18-2878

zbMATH Keywords

weak convergencerandom walksstochastic heat equationfractional Brownian sheet

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50)

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(10)

• Stochastic heat equation and martingale differences
• Weak convergence to the fractional Brownian sheet using martingale differences
• Asymptotic behavior of the weak approximation to a class of Gaussian processes
• Weak convergence to Rosenblatt sheet
• scientific article; zbMATH DE number 2163515 (Why is no real title available?)
• Approximation of multidimensional parameter fractional Brownian sheet in a Skorokhod space
• Weak approximation of the complex Brownian sheet from a Lévy sheet and applications to SPDEs
• Approximation of fractional Brownian sheet by Wiener integral
• Functional large deviations for Kac-Stroock approximation to a class of Gaussian processes with application to small noise diffusions
• Weak convergence of the complex fractional Brownian motion

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