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2019-09-12

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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/208110

Strong approximations of Brownian sheet by uniform transport processes.

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Abstract

Many years ago, Griego, Heath and Ruiz-Moncayo proved that it is possible to define realizations of a sequence of uniform transport processes that converges almost surely to the standard Brownian motion, uniformly on the unit time interval. In this paper we extend their results to the multi parameter case. We begin constructing a family of processes, starting from a set of independent standard Poisson processes, that has realizations that converge almost surely to the Brownian sheet, uniformly on the unit square. At the end the extension to the d-parameter Wiener processes is presented.

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https://doi.org/10.1007/s13348-019-00263-4

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Processos de difusió, Teoremes de límit (Teoria de probabilitats), Processos gaussians

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Diffusion processes, Limit theorems (Probability theory), Gaussian processes

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BARDINA I SIMORRA, Xavier, FERRANTE, Marco and ROVIRA ESCOFET, Carles. Strong approximations of Brownian sheet by uniform transport processes. Collectanea Mathematica. 2019. Vol. 71, num. 319-329. ISSN 0010-0757. [consulted: 7 of October of 2026]. Available at: https://hdl.handle.net/2445/208110

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