Abstract
© 2016 Elsevier Inc. We construct a family of processes, from a single Poisson process, that converges in law to a complex Brownian motion. Moreover, we find realizations of these processes that converge almost surely to the complex Brownian motion, uniformly on the unit time interval. Finally the rate of convergence is derived.
Original language | English |
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Pages (from-to) | 700-720 |
Journal | Journal of Mathematical Analysis and Applications |
Volume | 444 |
Issue number | 1 |
DOIs | |
Publication status | Published - 1 Dec 2016 |
Keywords
- Complex Brownian motion
- Strong convergence
- Weak convergence