TY - JOUR
T1 - Weak approximation of the Wiener process from a Poisson process: The multidimensional parameter set case
AU - Bardina, Xavier
AU - Jolis, Maria
AU - Rovira, Carles
PY - 2000/11/15
Y1 - 2000/11/15
N2 - We give an approximation in law of the d-parameter Wiener process by processes constructed from a Poisson process with parameter in Rd. 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)). © 2000 Elsevier Science B.V.
AB - We give an approximation in law of the d-parameter Wiener process by processes constructed from a Poisson process with parameter in Rd. 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)). © 2000 Elsevier Science B.V.
KW - Poisson process
KW - Weak convergence
KW - d -parameter Wiener process
UR - https://www.scopus.com/pages/publications/0042785033
M3 - Article
SN - 0167-7152
VL - 50
SP - 245
EP - 255
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
IS - 3
ER -