Approximation of fractional Brownian sheet via Orstein-Ulendhbech sheet

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https://hal.archives-ouvertes.fr/hal-00266896
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Submitted on : Tuesday, March 25, 2008 - 5:54:39 PM
Last modification on : Friday, September 20, 2019 - 4:34:02 PM

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Laure Coutin, Monique Pontier. Approximation of fractional Brownian sheet via Orstein-Ulendhbech sheet. ESAIM: Probability and Statistics, EDP Sciences, 2007, 11, pp.115-146. ⟨hal-00266896⟩

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