Abstract.
In this paper we study the problem of the approximation in law of the fractional Brownian sheet in the topology of the anisotropic Besov spaces. We prove the convergence in law of two families of processes to the fractional Brownian sheet: the first family is constructed from a Poisson procces in the plane and the second family is defined by the partial sums of two sequences of real independent fractional brownian motions.
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Tudor, C.A. Weak convergence to the fractional Brownian sheet in Besov spaces. Bull Braz Math Soc, New Series 34, 389–400 (2003). https://doi.org/10.1007/s00574-003-0020-5
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DOI: https://doi.org/10.1007/s00574-003-0020-5