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

We give an approximation in law of the d-parameter Wiener process by processes constructed from a Poisson process with parameter in . 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)).

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Year of publication:	2000
Authors:	Bardina, Xavier ; Jolis, Maria ; Rovira, Carles
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 50.2000, 3, p. 245-255
Publisher:	Elsevier
Keywords:	d-parameter Wiener process Poisson process Weak convergence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319915