文章基本信息

标题：Weak approximation of the fractional Brownian sheet from random walks
本地全文：下载
作者：Wang, Zhi ; Yan, Litan ; Yu, Xianye 等
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2013
卷号：18
页码：1-13
DOI：10.1214/ECP.v18-2878
语种：English
出版社：Electronic Communications in Probability
摘要：In this paper, we show an approximation in law of the fractional Brownian sheet by random walks. As an application, we consider a quasilinear stochastic heat equation with Dirichlet boundary conditions driven by an additive fractional noise.
关键词：Fractional Brownian sheet; random walks; stochastic heat equation; weak convergence;60B10; 60G15; 60H15