Weak convergence to the fractional Brownian sheet from a Lévy sheet
arXiv:2002.06263
Abstract
In this paper, we show an approximation in law, in the space of the continuous functions on , of two-parameter Gaussian processes that can be represented as a Wiener type integral by processes constructed from processes that converge to the Brownian sheet. As an application, we obtain a sequence of processes constructed from a Lévy sheet that converges in law towards the fractional Brownian sheet.