Weak approximation of the Brownian sheet from a Poisson process in the plane
type: Item
instance of: scholarly article
title: Weak approximation of the Brownian sheet from a Poisson process in the plane
zbMATH Open document ID: 0965.60064
DOI: 10.2307/3318512
author: Xavier Bardina
author: Maria Jolis
published in: Bernoulli
publication date: 2001-07-25T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.bj/1081449599
review text: The purpose of this paper is to construct an approximation in law of the Brownian sheet by two-parameter processes, obtained from the Poisson process in the plane. Thus, an analogous result (in one-parameter case) of \textit{D. W. Stroock} [``Lectures on topics in stochastic differential equations'' (1982; Zbl 0516.60065)] is extended for the two-parameter processes.
reviewed by: Liliana Popa
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 1529280
zbMATH Keywords: two-parameter Poisson process
zbMATH Keywords: weak convergence
MaRDI profile type: Publication
OpenAlex ID: W2048780451
description: scientific article; zbMATH DE number 1529280