Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4613902 | Journal of Mathematical Analysis and Applications | 2016 | 21 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Xavier Bardina, Giulia Binotto, Carles Rovira,