We show a result of approximation in law of the -parameter fractional Brownian sheet in the space of the continuous functions on . The construction of these approximations is based on the functional invariance principle.
Cite this article
Xavier Bardina, Carme Florit, Approximation in law to the -parameter fractional Brownian sheet based on the functional invariance principle. Rev. Mat. Iberoam. 21 (2005), no. 3, pp. 1037–1052DOI 10.4171/RMI/444