Approximation of fractional Brownian sheet by a random walk in anisotropic Besov space
Approximation of fractional Brownian sheet by a random walk in anisotropic Besov space
Nzi, Modeste; Mendy, Ibrahima
2007-07-20 00:00:00
Under the topology of anisotropic Besov spaces, we prove the convergence in law of a random walk defined by the partial sums of a mean zero stationary Gaussian fields to the fractional Brownian sheet.
http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.pngRandom Operators and Stochastic Equationsde Gruyterhttp://www.deepdyve.com/lp/de-gruyter/approximation-of-fractional-brownian-sheet-by-a-random-walk-in-iAbOFGdb9Q
Approximation of fractional Brownian sheet by a random walk in anisotropic Besov space
Under the topology of anisotropic Besov spaces, we prove the convergence in law of a random walk defined by the partial sums of a mean zero stationary Gaussian fields to the fractional Brownian sheet.
Journal
Random Operators and Stochastic Equations
– de Gruyter
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