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Distribution of the norm of a multidimensional Wiener process

✍ Scribed by M. Bloznelis


Publisher
Springer
Year
1991
Tongue
English
Weight
491 KB
Volume
30
Category
Article
ISSN
0363-1672

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Weak approximation of the Wiener process
✍ Xavier Bardina; Maria Jolis; Carles Rovira πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 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