Rate of convergence of uniform transport processes to a Brownian sheet

DOI10.1515/math-2020-0041zbMath1484.60043arXiv1909.01981OpenAlexW3044370956MaRDI QIDQ2053409

Carles Rovira

Publication date: 29 November 2021

Published in: Open Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.01981

zbMATH Keywords

rate of convergenceBrownian sheetalmost sure convergence

Mathematics Subject Classification ID

Gaussian processes (60G15) Convergence of probability measures (60B10)

Cites Work

• The complex Brownian motion as a strong limit of processes constructed from a Poisson process
• A strong uniform approximation of fractional Brownian motion by means of transport processes
• Rate of convergence of transport processes with an application to stochastic differential equations
• Two-parameter martingales and their quadratic variation
• Strong approximation of diffusion processes by transport processes
• Weak approximation of the Brownian sheet from a Poisson process in the plane
• Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case
• Strong approximations of Brownian sheet by uniform transport processes
• Approximations of Fractional Stochastic Differential Equations by Means of Transport Processes
• A Strong Approximation of Subfractional Brownian Motion by Means of Transport Processes
• Rate of convergence of uniform transport processes to brownian motion and application to stochastic integrals
• Multiparameter Processes
• Almost Sure Convergence of Uniform Transport Processes to Brownian Motion

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