Weak approximation of the fractional Brownian sheet from random walks

Zhi Wang (Donghua University)
Litan Yan (Donghua University)
Xianye Yu (Donghua University)

Abstract


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.

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Pages: 1-13

Publication Date: December 1, 2013

DOI: 10.1214/ECP.v18-2878

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