Weak approximation of the Wiener process
โ
Xavier Bardina; Maria Jolis; Carles Rovira
๐
Article
๐
2000
๐
Elsevier Science
๐
English
โ 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