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.
|Journal||Statistics and Probability Letters|
|Publication status||Published - 15 Nov 2000|
- d -parameter Wiener process
- Poisson process
- Weak convergence