Approximation models for the continuous additive functionals of multidimensional Brownian motion (Q910105)
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scientific article; zbMATH DE number 4138899
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation models for the continuous additive functionals of multidimensional Brownian motion |
scientific article; zbMATH DE number 4138899 |
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Approximation models for the continuous additive functionals of multidimensional Brownian motion (English)
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1989
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By summing a family of ``local'' processes over the representing measure of a continuous additive functional, the author defines a general approximation model for the CAF's of the \(d\)-dimensional Brownian motion (\(d\geq 3)\). Analogues to the classical approximation theorems for 1- dimensional Brownian motion are obtained. The approximation obtained is in \(L^ 2\).
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multidimensional Brownian motion
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\(L^ 2\)-approximation
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continuous additive functional
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0.92022043
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0.9102145
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0.90916777
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0.90915585
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0.9077971
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0.90260744
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