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WROCŁAW UNIVERSITY
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Contents of PMS, Vol. 46, Fasc. 1,
pages 37 - 56
DOI: 10.37190/0208-4147.00288
Published online 28.7.2026
 

Weak convergence to a two-parameter Volterra-type multifractional Gaussian process in anisotropic Besov spaces ltifractional Gaussian process in anisotropic Besov spaces

I. Mendy

Abstract: Under a Besov norm, we give an approximation in law of a two-parameter Volterra-type multifractional Gaussian process. This approximation is constructed from a two-parameter Poisson process.

2010 AMS Mathematics Subject Classification: Primary 60G15; Secondary 60F05, 60G22, 60H05, 46E35, 60G60.

Keywords and phrases: multifractional Gaussian process, weak convergence, anisotropic Besov space, Volterra-type process.

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