| Abstract
| - A stochastic “Fubini” lemma and an approximation theorem for integrals on the plane are used to produce a simulation algorithm for an anisotropic fractional Brownian sheet. The convergence rate is given. These results are valuable for any value of the Hurst parameters $(\alpha_1,\alpha_2)\in ]0,1[^2,\alpha_ieq\frac{1}{2}.$ Finally, the approximation process is iterative on the quarter plane $\mathbb {R}_+^2.$ A sample of such simulations can be used to test estimators of the parameters α i,i = 1,2.
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