Weak approximation of the fractional Brownian sheet from random walks
Weak approximation of the fractional Brownian sheet from random walks
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随机游走的分数布朗片的弱近似
DOI:
10.1214/ecp.v18-2878
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发表时间:
2013-01
影响因子:
0.5
通讯作者:
余显烨
中科院分区:
文献类型:
--
作者:
王志 (研究生);闫理坦;余显烨
In this paper, we show an approximation in law of the fractional Brownian sheet by random walks. As an application, we consider a quasilinear stochastic heat equation with Dirichlet boundary conditions driven by an additive fractional noise.
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