Weak convergence of a planar random evolution to the Wiener process

DOI10.1023/A:1011167815206MaRDI QIDQ5939311zbMATH OpenOpenAlexFDO

Authors Alexander D. Kolesnik

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

zbMATH Keywords

random evolutionrandom motionsweak convergence

Mathematics Subject Classification ID

Oscillation theory, zeros, disconjugacy and comparison theory for ordinary differential equations (34C10) Central limit and other weak theorems (60F05)

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Cited in

(6)

• Weak convergence of Markov random evolutions in a multidimensional space
• Hyperbolic heat/mass transport and stochastic modelling -- three simple problems
• Markovian nature, completeness, regularity and correlation properties of generalized Poisson-Kac processes
• Random motions at finite velocity in a non-Euclidean space
• A limit theorem for symmetric Markovian random evolution in \( R^m\)
• A planar random motion with an infinite number of directions controlled by the damped wave equation

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