Acta mathematica scientia,Series A ›› 2016, Vol. 36 ›› Issue (1): 168-175.

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Approximation of Multidimensional Parameter Fractional Brownian Sheet in Skorokhod Space

Wang Zhi1, Jing Huiting2, Yan Litan3   

  1. 1 School of Sciences, Ningbo University of Technology, Zhejiang Ningbo 315211;
    2 School of Economics and Management, Ningbo University of Technology, Zhejiang Ningbo 315211;
    3 Department of Mathematics, Donghua University, Shanghai 201620
  • Received:2015-07-12 Revised:2015-12-07 Online:2016-02-25 Published:2016-02-25
  • Supported by:

    Supported by the NSFC (11571071, 61503205), Mathematical Tianyuan Foundation of China (11526117), Zhejiang Provincial Natural Science Foundation (LQ16A01006), Natural Science Foundation of Ningbo Municipality (2015A610158) and National Students' innovation and entrepreneurship training program (201511058007)

Abstract:

In this paper, we prove a convergence in law of a random walk constructed using a family of independent identically distributed random variables to the multidimensional parameter fractional Brownian sheet in the Skorokhod space.

Key words: Multidimensional parameter fractional Brownian sheet, Random walk, Weak convergence

CLC Number: 

  • O211.6
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