The complex Brownian
motion as a weak limit of
processes constructed from a Poisson process.
Xavier Bardina
Departament de Matemàtiques, Edifici C, Universitat Auṭnoma
de Barcelona
08193 Bellaterra, Barcelona, Spain
Abstract
In this paper, we show
an approximation in law of the complex Brownian
motion by processes constructed from a unic standard Poisson process.
Published in: Stochastic Analysis and Related Topics VII. Proceedings of the 7th Silivri Workshop, Kusadasi 1998. Progress in Probability Birkhäuser, 149-158, 2001