Search

In this article, we construct two families of processes, from a unique Lévy process, the finite dimensional distributions of which converge in law towards the finite dimensional distributions of the two independent Gaussian processes. As applications of this result, we obtain families of processes that converge in law towards fractional Brownian motion, sub-fractional Brownian motion and bifractional Brownian motion, respectively. [ABSTRACT FROM AUTHOR]

We prove an approximation in law of the real-valued mild solution for a class of semilinear stochastic heat equation driven by an additive fractional noise using martingale differences under suitable assumptions. [ABSTRACT FROM PUBLISHER]

In this paper we show an approximation in law to the subfractional Brownian motion within the Skorohod topology. The construction of these approximations is based on random walks. [ABSTRACT FROM AUTHOR]

In this article, we first introduce multifrational Riemann-Liouville Brownian sheets. Then, we show a result of approximation in law of the multifractional Riemann-Liouville Brownian sheet. The construction of these approximations is based on a sequence of I.I.D random variables. [ABSTRACT FROM PUBLISHER]