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Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case

✍ Scribed by Xavier Bardina; Maria Jolis; Carles Rovira

Publisher: Elsevier Science
Year: 2000
Tongue: English
Weight: 137 KB
Volume: 50
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(00)00113-9

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✦ Synopsis

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, Bernoulli 4 (6)).

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