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