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

Xavier Bardina; Maria Jolis; Carles Rovira

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

Xavier Bardina, Maria Jolis, Carles Rovira

Department of Mathematics

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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 language	English
Pages (from-to)	245-255
Journal	Statistics and Probability Letters
Volume	50
Issue number	3
Publication status	Published - 15 Nov 2000

Keywords

Poisson process
Weak convergence
d -parameter Wiener process

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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)). {\textcopyright} 2000 Elsevier Science B.V.",

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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 -

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

Abstract

Keywords

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