Approximation in law to the -parameter fractional Brownian sheet based on the functional invariance principle
Xavier Bardina
Universitat Autònoma de Barcelona, Bellaterra, SpainCarme Florit
Universitat Autònoma de Barcelona, Bellaterra, Spain
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Abstract
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. 1037–1052
DOI 10.4171/RMI/444