Weak approximation of the Brownian sheet from a Poisson process in the plane

Xavier Bardina; Maria Jolis

doi:bj/1081449599

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Home > Journals > Bernoulli > Volume 6 > Issue 4 > Article

August 2000 Weak approximation of the Brownian sheet from a Poisson process in the plane

Xavier Bardina, Maria Jolis

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Xavier Bardina,¹ Maria Jolis¹
¹Departament de Matemàtiques, Edifici C

Bernoulli 6(4): 653-665 (August 2000).

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Abstract

We show an approximation in law of the Brownian sheet by processes constructed from the Poisson process in the plane. This result was inspired by a similar result of Stroock in the one-parameter case.

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Xavier Bardina. Maria Jolis. "Weak approximation of the Brownian sheet from a Poisson process in the plane." Bernoulli 6 (4) 653 - 665, August 2000.

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Published: August 2000

First available in Project Euclid: 8 April 2004

zbMATH: 0965.60064

MathSciNet: MR2001J:60098

Keywords: two-parameter Poisson process , two-parameter Wiener process , weak convergence

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Bernoulli

Vol.6 • No. 4 • August 2000

Bernoulli Society for Mathematical Statistics and Probability

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Xavier Bardina, Maria Jolis "Weak approximation of the Brownian sheet from a Poisson process in the plane," Bernoulli, Bernoulli 6(4), 653-665, (August 2000)

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