Abstract
In this paper, we show an approximation in law of the fractional Brownian sheet by random walks. As an application, we consider a quasilinear stochastic heat equation with Dirichlet boundary conditions driven by an additive fractional noise.
Citation
Zhi Wang. Litan Yan. Xianye Yu. "Weak approximation of the fractional Brownian sheet from random walks." Electron. Commun. Probab. 18 1 - 13, 2013. https://doi.org/10.1214/ECP.v18-2878
Information
