Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case

DOI10.1016/S0167-7152(00)00113-9zbMath0972.60083MaRDI QIDQ1591163

Carles Rovira, Xavier Bardina, Maria Jolis

Publication date: 7 November 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

weak convergencePoisson process\(d\)-parameter Wiener process

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (7)

Weak convergence to a class of Gaussian proccesses in anisotropique ⋮ Strong approximations of Brownian sheet by uniform transport processes ⋮ Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes. ⋮ Approximations of fractional Brownian motion ⋮ Weak convergence for the fourth-order stochastic heat equation with fractional noises ⋮ Weak convergence to the fractional Brownian sheet using martingale differences ⋮ Rate of convergence of uniform transport processes to a Brownian sheet

Cites Work

• Unnamed Item
• Lectures on topics in stochastic differential equations
• Weak approximation of the Brownian sheet from a Poisson process in the plane
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications

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