The Complex Brownian Motion as a Weak Limit of Processes Constructed from a Poisson Process-Reference-Cited by-同舟云学术

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The Complex Brownian Motion as a Weak Limit of Processes Constructed from a Poisson Process

Published:2001 Issue: Volume: Page:149-158
ISSN:
Container-title:Stochastic Analysis and Related Topics VII
language:
Short-container-title:

Author:

Bardina X.

Publisher

Birkhäuser Boston

Link

http://link.springer.com/content/pdf/10.1007/978-1-4612-0157-1_5.pdf

Reference2 articles.

1. Billingsley, P., Convergence of Probability Measures, John Wiley and Sons, (1968).

2. Stroock, D., Topics in Stochastic Differential Equations, Tata Institute of Fundamental Research, Bombay. Springer-Verlag, (1982).

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Approximation to two independent Gaussian processes from a unique Lévy process and applications;Communications in Statistics - Theory and Methods;2019-05-13

2. Weak convergence of the complex fractional Brownian motion;Advances in Difference Equations;2018-12

3. Weak convergence to isotropic complex S α S $S\alpha S$ random measure;Journal of Inequalities and Applications;2017-09-21

4. Approximations of a Complex Brownian Motion by Processes Constructed from a Lévy Process;Mediterranean Journal of Mathematics;2014-09-23

5. A d-dimensional Brownian motion as a weak limit from a one-dimensional Poisson process;Lithuanian Mathematical Journal;2013-01

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