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

Bardina, Xavier, and Florit, Carme. "Approximation in law to the d-parameter fractional Brownian sheet based on the functional invariance principle.." Revista Matemática Iberoamericana 21.3 (2005): 1037-1052. <http://eudml.org/doc/41960>.

@article{Bardina2005,
abstract = {We show a result of approximation in law of the d-parameter fractional Brownian sheet in the space of the continuous functions on [0,T]d. The construction of these approximations is based on the functional invariance principle.},
author = {Bardina, Xavier, Florit, Carme},
journal = {Revista Matemática Iberoamericana},
keywords = {Proceso de Gauss; Campos aleatorios; Movimiento browniano; Convergencia débil; weak convergence; functional invariance principle},
language = {eng},
number = {3},
pages = {1037-1052},
title = {Approximation in law to the d-parameter fractional Brownian sheet based on the functional invariance principle.},
url = {http://eudml.org/doc/41960},
volume = {21},
year = {2005},
}

TY - JOUR
AU - Bardina, Xavier
AU - Florit, Carme
TI - Approximation in law to the d-parameter fractional Brownian sheet based on the functional invariance principle.
JO - Revista Matemática Iberoamericana
PY - 2005
VL - 21
IS - 3
SP - 1037
EP - 1052
AB - We show a result of approximation in law of the d-parameter fractional Brownian sheet in the space of the continuous functions on [0,T]d. The construction of these approximations is based on the functional invariance principle.
LA - eng
KW - Proceso de Gauss; Campos aleatorios; Movimiento browniano; Convergencia débil; weak convergence; functional invariance principle
UR - http://eudml.org/doc/41960
ER -