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