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

Departamento de Matemáticas

Producción científica: Contribución a una revista › Artículo › Investigación › revisión exhaustiva

8 Citas (Scopus)

1 Descargas (Pure)

Resumen

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.

Idioma original	Inglés
Páginas (desde-hasta)	245-255
Publicación	Statistics and Probability Letters
Volumen	50
N.º	3
Estado	Publicada - 15 nov 2000

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title = "Weak approximation of the Wiener process from a Poisson process: The multidimensional parameter set case",

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.",

keywords = "Poisson process, Weak convergence, d -parameter Wiener process",

author = "Xavier Bardina and Maria Jolis and Carles Rovira",

year = "2000",

month = nov,

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volume = "50",

pages = "245--255",

journal = "Statistics and Probability Letters",

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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

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

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