Abstract
We show how from a unique standard Poisson process we can build a family of processes that converges in law to a d-dimensional standard Brownian motion for any d ≥ 1. © 2013 Springer Science+Business Media New York.
Original language | English |
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Pages (from-to) | 17-26 |
Journal | Lithuanian Mathematical Journal |
Volume | 53 |
DOIs | |
Publication status | Published - 12 Mar 2013 |
Keywords
- Poisson process
- d-dimensional Brownian motion
- weak approximations