In this paper we will investigate the connection between a random walk and a continuous time stochastic process. Donsker's Theorem states that a random walk under certain conditions will converge to a Wiener process. We will provide a detailed proof of this theorem which will be used to prove that a geometric random walk converges to a geometric Brownian motion
We compute the Wassertein-1 (or Kolmogorov-Rubinstein) distance between a random walk in $R^d$ and t...
Using the Wiener–Hopf factorization, it is shown that it is possible to bound the path of an arbitra...
In this paper, we prove a Donsker theorem for one-dimensional processes generated by an operator wit...
In this paper we will investigate the connection between a random walk and a continuous time stochas...
The purpose of this work is to state the Donsker's invariance principle which is about the relation ...
We prove a Donsker-type theorem for vector processes of functionals of correlated Wiener integrals. ...
International audienceThe original Donsker theorem says that a standard random walk converges in di...
We consider a two-dimensional random walk that moves in the horizontal direction on the half-plane {...
We discuss discrete stochastic processes with two independent variables: one is the standard symmetr...
We focus on planar Random Walks and some related stochastic processes. The discrete models are intro...
The Wiener process is the classical example of a mathematical model for Brownian movement. Wiener vi...
We use the language of errors to handle local Dirichlet forms with square field operator (cf [2]). L...
AbstractWe use the language of errors to handle local Dirichlet forms with squared field operator (c...
Using the Wiener–Hopf factorization, it is shown that it is possible to bound the path of an arbitra...
Brownian motion is one of the most used stochastic models in applications to financial mathematics, ...
We compute the Wassertein-1 (or Kolmogorov-Rubinstein) distance between a random walk in $R^d$ and t...
Using the Wiener–Hopf factorization, it is shown that it is possible to bound the path of an arbitra...
In this paper, we prove a Donsker theorem for one-dimensional processes generated by an operator wit...
In this paper we will investigate the connection between a random walk and a continuous time stochas...
The purpose of this work is to state the Donsker's invariance principle which is about the relation ...
We prove a Donsker-type theorem for vector processes of functionals of correlated Wiener integrals. ...
International audienceThe original Donsker theorem says that a standard random walk converges in di...
We consider a two-dimensional random walk that moves in the horizontal direction on the half-plane {...
We discuss discrete stochastic processes with two independent variables: one is the standard symmetr...
We focus on planar Random Walks and some related stochastic processes. The discrete models are intro...
The Wiener process is the classical example of a mathematical model for Brownian movement. Wiener vi...
We use the language of errors to handle local Dirichlet forms with square field operator (cf [2]). L...
AbstractWe use the language of errors to handle local Dirichlet forms with squared field operator (c...
Using the Wiener–Hopf factorization, it is shown that it is possible to bound the path of an arbitra...
Brownian motion is one of the most used stochastic models in applications to financial mathematics, ...
We compute the Wassertein-1 (or Kolmogorov-Rubinstein) distance between a random walk in $R^d$ and t...
Using the Wiener–Hopf factorization, it is shown that it is possible to bound the path of an arbitra...
In this paper, we prove a Donsker theorem for one-dimensional processes generated by an operator wit...
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