Bernoulli · 2000 · 29 citations · 2 references
EngineeringMathematicsProbability TheoryStochastic ModelingStochastic ProcessesBrownian MotionMarkov ProcessesPoisson ProcessesStochastic CalculusBrownian Motion Approximations
We show an approximation in law of the Brownian sheet by processes constructed from the Poisson process in the plane. This result was inspired by a similar result of Stroock in the one-parameter case.
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Stochastic integrals in the plane
R. Cairoli, John B. Walsh · Acta Mathematica · 1975 · 520 citations · Full text