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weak convergence
Items for "weak convergence"
Stochastic equations with multidimensional drift driven by Levy processes
The stochastic equation
is considered where L is a d-dimensional Levy process with the characteristic exponent
Keywords: Multidimensional Levy processes, stochastic differential equations, time-dependent drift, weak convergence
12/2006 | Random Operators and Stochastic Equations, Walter de GruyterApproximation of fractional Brownian sheet by a random walk in anisotropic Besov space
Under the topology of anisotropic Besov spaces, we prove the convergence in law of a random walk defined by the partial sums of a mean zero stationary Gaussian fields to the fractional Brownian sheet.
Keywords: weak convergence, anisotropic Besov spaces, fractional Brownian sheet, stationary processes, regular functions
07/2007 | Random Operators and Stochastic Equations, Walter de Gruyter