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An estimate of the Wiener process parameter

✍ Scribed by A. Žilinskas; E. Senkiene


Publisher
Springer
Year
1978
Tongue
English
Weight
167 KB
Volume
18
Category
Article
ISSN
0363-1672

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📜 SIMILAR VOLUMES


Weak approximation of the Wiener process
✍ Xavier Bardina; Maria Jolis; Carles Rovira 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 137 KB

We give an approximation in law of the d-parameter Wiener process by processes constructed from a Poisson process with parameter in R d . This approximation is an extension of previous results of Stroock (1982, Topics in Stochastic Di erential Equations, Springer, Berlin) and Bardina and Jolis (2000