Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case (Q1591163)
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scientific article; zbMATH DE number 1546529
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| English | Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case |
scientific article; zbMATH DE number 1546529 |
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Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case (English)
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7 November 2001
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The purpose of this paper is to give an approximation in the law of the \(d\)-parameter Wiener process by processes constructed from a Poisson process with parameter in \(\mathbb{R}^{d}\). Thus, an analogous result of \textit{D. W. Stroock} [``Lectures on topics in stochastic differential equations'', Springer, Berlin (1982; Zbl 0516.60065)] in the one-parameter case is extended for the \(d\)-parameter Wiener process.
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Poisson process
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weak convergence
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\(d\)-parameter Wiener process
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