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

Xavier Bardina; Carme Florit — 2005

Revista Matemática Iberoamericana

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]. The construction of these approximations is based on the functional invariance principle.

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