Approximation models for the continuous additive functionals of multidimensional Brownian motion (Q910105)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Approximation models for the continuous additive functionals of multidimensional Brownian motion
scientific article

    Statements

    Approximation models for the continuous additive functionals of multidimensional Brownian motion (English)
    0 references
    0 references
    1989
    0 references
    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 \(L^ 2\).
    0 references
    multidimensional Brownian motion
    0 references
    \(L^ 2\)-approximation
    0 references
    continuous additive functional
    0 references

    Identifiers