Weak approximation of the fractional Brownian sheet from random walks

DOI10.1214/ECP.V18-2878zbMATH Open1308.60043OpenAlexW2069334290MaRDI QIDQ743065FDOQ743065

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

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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)

Cited In (10)

• Weak convergence to Rosenblatt sheet
• Weak convergence of the complex fractional Brownian motion
• Title not available (Why is that?)
• Functional large deviations for Kac-Stroock approximation to a class of Gaussian processes with application to small noise diffusions
• 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
• 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
• Approximation of fractional Brownian sheet by Wiener integral

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