Article ID Journal Published Year Pages File Type
4613902 Journal of Mathematical Analysis and Applications 2016 21 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Analysis
Authors
, , ,