Weak convergence to the fractional Brownian sheet in Besov spaces

被引：11
|
作者：
Tudor, CA [1 ]
机构：
[1] Univ Paris 06, Lab Probabil & Modeles Aleatoires, F-75252 Paris 5, France
来源：
BULLETIN OF THE BRAZILIAN MATHEMATICAL SOCIETY | 2003年 / 34卷 / 03期
关键词：
fractional brownian motion; weak convergence; Besov spaces;
D O I：
10.1007/s00574-003-0020-5
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
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.
引用
收藏
页码：389 / 400
页数：12
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