Approximation models for the continuous additive functionals of multidimensional Brownian motion
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 \(L^ 2\).
scientific article; zbMATH DE number 4138899
scientific article