Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case
type: Item
instance of: scholarly article
title: Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case
zbMATH Open document ID: 0972.60083
DOI: 10.1016/S0167-7152(00)00113-9
author: Xavier Bardina
author: Maria Jolis
author: Carles Rovira
published in: Statistics \& Probability Letters
publication date: 2001-11-07T00:00:00Z
review text: 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.
reviewed by: Liliana Popa
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 1546529
zbMATH Keywords: Poisson process
zbMATH Keywords: weak convergence
zbMATH Keywords: \(d\)-parameter Wiener process
MaRDI profile type: Publication
cites work: Weak approximation of the Brownian sheet from a Poisson process in the plane
cites work: Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
cites work: Lectures on topics in stochastic differential equations
cites work: Q3909761
description: scientific article; zbMATH DE number 1546529