Revista Matemática Iberoamericana

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

Xavier Bardina and Carme Florit

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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.

Article information

Rev. Mat. Iberoamericana, Volume 21, Number 3 (2005), 1037-1052.

First available in Project Euclid: 11 January 2006

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Zentralblatt MATH identifier

Primary: 60F17: Functional limit theorems; invariance principles 60G15: Gaussian processes 60G60: Random fields

$d$-parameter fractional Brownian sheet weak convergence functional invariance principle


Bardina, Xavier; Florit, Carme. Approximation in law to the $d$-parameter fractional Brownian sheet based on the functional invariance principle. Rev. Mat. Iberoamericana 21 (2005), no. 3, 1037--1052.

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