Approximations of a Complex Brownian Motion by Processes Constructed from a L,vy Process

被引：6

作者：

Bardina, Xavier ^{[1
]}

Rovira, Carles ^{[2
]}

机构：

[1] Univ Autonoma Barcelona, Fac Ciencias, Dept Matemat, Bellaterra 08193, Spain

[2] Univ Barcelona, Fac Matemat, E-08007 Barcelona, Spain

来源：

MEDITERRANEAN JOURNAL OF MATHEMATICS | 2016年 / 13卷 / 01期

关键词：

60F17; 60G15;

D O I：

10.1007/s00009-014-0472-4

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we show an approximation in law of the complex Brownian motion by processes constructed from a stochastic process with independent increments. We give sufficient conditions to the characteristic function of the process with independent increments that ensure the existence of such an approximation. We apply these results to L,vy processes. Finally we extend these results to the m-dimensional complex Brownian motion.

引用

页码：469 / 482

页数：14

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