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Weak Approximation of the Brownian Sheet from a Poisson Process in the Plane

โœ Scribed by Xavier Bardina and Maria Jolis


Book ID
125587032
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Year
2000
Tongue
English
Weight
911 KB
Volume
6
Category
Article
ISSN
1350-7265

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Weak approximation of the Wiener process
โœ Xavier Bardina; Maria Jolis; Carles Rovira ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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