论文标题

从莱维床单上弱收敛到分数布朗尼

Weak convergence to the fractional Brownian sheet from a Lévy sheet

论文作者

Bardina, Xavier, Rovira, Carles

论文摘要

在本文中,我们在$ [0,1]^2 $的连续函数的空间中显示了法律上的近似值,这是两参数高斯过程的近似值,可以通过从收敛到布朗尼纸的过程构建的过程来表示为Wiener型积分。作为应用程序,我们获得了一系列从Lévy纸构建的过程,该过程在法律上汇聚为分数布朗尼纸。

In this paper, we show an approximation in law, in the space of the continuous functions on $[0,1]^2$, of two-parameter Gaussian processes that can be represented as a Wiener type integral by processes constructed from processes that converge to the Brownian sheet. As an application, we obtain a sequence of processes constructed from a Lévy sheet that converges in law towards the fractional Brownian sheet.

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