Weak approximation of the fractional Brownian sheet from random walks

DOI10.1214/ECP.v18-2878zbMath1308.60043OpenAlexW2069334290MaRDI QIDQ743065

Xianye Yu, Zhi Wang, Litan Yan

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ecp.v18-2878

zbMATH Keywords

weak convergencerandom walksstochastic heat equationfractional Brownian sheet

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Convergence of probability measures (60B10)

Related Items (6)

Stochastic heat equation and martingale differences ⋮ Weak convergence of the complex fractional Brownian motion ⋮ Approximation of fractional Brownian sheet by Wiener integral ⋮ Asymptotic behavior of the weak approximation to a class of Gaussian processes ⋮ Weak convergence to the fractional Brownian sheet using martingale differences ⋮ Weak convergence to Rosenblatt sheet

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