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

Xavier Bardina; Carme Florit

doi:10.4171/rmi/444

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

Xavier Bardina
Universitat Autònoma de Barcelona, Bellaterra, Spain
Carme Florit
Universitat Autònoma de Barcelona, Bellaterra, Spain

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

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Abstract

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.

Cite this article

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

DOI 10.4171/RMI/444