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

Xavier Bardina, Maria Jolis and Carles Rovira

Statistics & Probability Letters, 2000, vol. 50, issue 3, 245-255

Abstract: We give an approximation in law of the d-parameter Wiener process by processes constructed from a Poisson process with parameter in . This approximation is an extension of previous results of Stroock (1982, Topics in Stochastic Differential Equations, Springer, Berlin) and Bardina and Jolis (2000, Bernoulli 4 (6)).

Keywords: d-parameter; Wiener; process; Poisson; process; Weak; convergence (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (1)

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