Approximation in law to the $d$-parameter fractional Brownian sheet based on the functional invariance principle
Approximation in law to the $d$-parameter fractional Brownian sheet based on the functional invariance principle
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DOI：
10.4171/rmi/444
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发表时间：
2005-12
影响因子：
1.2
通讯作者：
X. Bardina;Carme Florit
中科院分区：
文献类型：
--
作者：
X. Bardina;Carme Florit
在[0，T]d上的连续函数空间中，给出了d参数分数布朗页的近似结果。这些近似的构造是基于泛函不变性原理。
We show a result of approximation in law of the d-parameter fractional Brownian sheet in the space of the continuous functions on [0,T]d. The construction of these approximations is based on the functional invariance principle.