Xavier Bardina, Carles Rovira
Published 2020-02-14Version 1
In this paper, we show an approximation in law, in the space of the continuous functions on $[0,1]^2$, of two-parameter Gaussian processes that can be represented as a Wiener type integral by processes constructed from processes that converge to the Brownian sheet. As an application, we obtain a sequence of processes constructed from a L\'evy sheet that converges in law towards the fractional Brownian sheet.
On the paper ``Weak convergence of some classes of martingales with jumps''
Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs
Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs
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