Approximation models for the continuous additive functionals of multidimensional Brownian motion
type: Item
instance of: scholarly article
title: Approximation models for the continuous additive functionals of multidimensional Brownian motion
zbMATH Open document ID: 0695.60078
DOI: 10.1016/0304-4149(89)90083-5
author: Vlad Bally
published in: Stochastic Processes and their Applications
publication date: 1989-01-01T00:00:00Z
review text: 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 \(L^ 2\).
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60J55
zbMATH DE Number: 4138899
zbMATH Keywords: multidimensional Brownian motion
zbMATH Keywords: \(L^ 2\)-approximation
zbMATH Keywords: continuous additive functional
reviewed by: Andrew Dale
MaRDI profile type: Publication
full work available at URL: 0304-4149(89)90083-5
OpenAlex ID: W2032965010
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description: scientific article; zbMATH DE number 4138899