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

Xavier Bardina, Maria Jolis, Carles Rovira

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8 Citations (Scopus)

Abstract

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.
Original languageEnglish
Pages (from-to)245-255
JournalStatistics and Probability Letters
Volume50
Issue number3
Publication statusPublished - 15 Nov 2000

Keywords

  • d -parameter Wiener process
  • Poisson process
  • Weak convergence

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