Weak approximation of the complex Brownian sheet from a Lévy sheet and applications to SPDEs
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DOI: 10.1016/j.spa.2020.04.006
Abstract: We consider a L\'evy process in the plane and we use it to construct a family of complex-valued random fields that we show to converge in law, in the space of continuous functions, to a… read more here.
Keywords: approximation complex; weak approximation; brownian sheet; sheet sheet ... See more keywords