Weak convergence of a planar random evolution to the Wiener process
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Publication:5939311
DOI10.1023/A:1011167815206zbMath0988.60007OpenAlexW7376423MaRDI QIDQ5939311
Publication date: 30 June 2002
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1011167815206
Central limit and other weak theorems (60F05) Oscillation theory, zeros, disconjugacy and comparison theory for ordinary differential equations (34C10)
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Weak convergence of Markov random evolutions in a multidimensional space ⋮ Markovian nature, completeness, regularity and correlation properties of generalized Poisson-Kac processes ⋮ Random motions at finite velocity in a non-Euclidean space ⋮ Hyperbolic heat/mass transport and stochastic modelling -- three simple problems ⋮ A planar random motion with an infinite number of directions controlled by the damped wave equation
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