Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case
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.
scientific article; zbMATH DE number 1546529