Abstract

We prove an approximation result of Donsker's type in anisotropic Besov spaces for a class of two parameter Gaussian processes. The particular case of the fractional Brownian sheet was considered in [X. Bardina, C. Florit, Approximation in law to the d-parameter fractional Brownian sheet based on the functional invariance principle, Preprint, 2003] for the Banach space of continuous functions.

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