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The complex Brownian motion as a strong limit of processes constructed from a Poisson process.

Authors :
Bardina, Xavier
Binotto, Giulia
Rovira, Carles
Source :
Journal of Mathematical Analysis & Applications. Dec2016, Vol. 444 Issue 1, p700-720. 21p.
Publication Year :
2016

Abstract

We construct a family of processes, from a single Poisson process, that converges in law to a complex Brownian motion. Moreover, we find realizations of these processes that converge almost surely to the complex Brownian motion, uniformly on the unit time interval. Finally the rate of convergence is derived. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
0022247X
Volume :
444
Issue :
1
Database :
Academic Search Index
Journal :
Journal of Mathematical Analysis & Applications
Publication Type :
Academic Journal
Accession number :
116928231
Full Text :
https://doi.org/10.1016/j.jmaa.2016.06.061