Weak approximation of the Brownian sheet from a Poisson process in the plane

Bernoulli

Volumn 6, Issue 4, 2000, Pages 653-665

  Bardina, Xavier ^a   Jolis, Maria ^a  

^a UNIVERSITAT AUTÒNOMA DE BARCELONA   (Spain)

Author keywords

Two parameter poisson process; Two parameter wiener process; Weak convergence

Indexed keywords

EID: 0042521922     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318512     Document Type: Article

References (5)

1. Bickel, P.J. and Wichura, M.J. (1971) Convergence criteria for multiparameter stochastic processes and some applications. Ann. Math. Statist., 42, 1656-1670.
2. Cairoli, R. and Walsh, J.B. (1975) Stochastic integrals in the plane. Acta Math., 134, 111-183.
3. Florit, C. and Nualart, D. (1996) Diffusion approximation for hyperbolic stochastic differential equations. Stochastic Process. Appl., 65, 1-15.
4. Stroock, D. (1982) Lectures on Topics in Stochastic Differential Equations. Berlin: Springer-Verlag.
5. Tudor, C. (1980) Remarks on the martingale problem in the two dimensional time parameter. Rev. Roumaine Math. Pures Appl., 25, 1551-1556.