Weak convergence to the fractional Brownian sheet in Besov spaces
Weak convergence to the fractional Brownian sheet in Besov spaces
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DOI：
10.1007/s00574-003-0020-5
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发表时间：
2003-11
影响因子：
0.7
通讯作者：
C. Tudor
中科院分区：
文献类型：
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作者：
C. Tudor
本文研究了各向异性Besov空间拓扑中分数布朗单的逼近律问题。证明了两类过程收敛于分数布朗单的规律：第一类过程由平面上的Poisson过程构成，第二类过程由两个真实的独立分数布朗运动序列的部分和定义.
In this paper we study the problem of the approximation in law of the fractional Brownian sheet in the topology of the anisotropic Besov spaces. We prove the convergence in law of two families of processes to the fractional Brownian sheet: the first family is constructed from a Poisson procces in the plane and the second family is defined by the partial sums of two sequences of real independent fractional brownian motions.