Rate of convergence of uniform transport processes to brownian motion and application to stochastic integrals

DOI10.1080/17442508008833152zbMath0444.60025OpenAlexW1993593044MaRDI QIDQ3888238

Richard J. Griego, Louis G. Gorostiza

Publication date: 1980

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508008833152

zbMATH Keywords

rate of convergenceapproximation of stochastic integrals

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65) Special processes (60K99) Transport processes in time-dependent statistical mechanics (82C70) Stochastic integrals (60H05)

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Rate of convergence of transport processes with an application to stochastic differential equations, Rate of strong convergence to Markov-modulated Brownian motion, Strong approximations of Brownian sheet by uniform transport processes, A strong convergence to the Rosenblatt process, An explicit solution to the Skorokhod embedding problem for double exponential increments, On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals, The complex Brownian motion as a strong limit of processes constructed from a Poisson process, A strong uniform approximation of fractional Brownian motion by means of transport processes, Rate of convergence of uniform transport processes to a Brownian sheet, Limit distributions of directionally reinforced random walks, A strong convergence to the tempered fractional Brownian motion, On Lipschitz dependence in systems with differentiated inputs

Cites Work

• The Skorokhod representation
• The rate of convergence of a random walk to Brownian motion
• Rate of convergence of an approximate solution of stochastic differential equations
• On the Convergence of Ordinary Integrals to Stochastic Integrals
• Almost Sure Convergence of Uniform Transport Processes to Brownian Motion