ON THE CONVERGENCE OF DISCRETE PROCESSES WITH MULTIPLE INDEPENDENT VARIABLES
ON THE CONVERGENCE OF DISCRETE PROCESSES WITH MULTIPLE INDEPENDENT VARIABLES
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多自变量离散过程的收敛性
DOI：
10.1017/s1446181116000389
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发表时间：
2017
期刊：
影响因子：
--
通讯作者：
N.
中科院分区：
文献类型：
--
作者：
Ishimura;N. and Yoshida;N.
讨论了两个独立变量的离散随机过程：一个是标准对称随机游动，另一个是泊松过程。分析了离散随机过程的收敛性，使得对称随机游动趋于标准布朗运动。我们表明，伊藤公式的离散模拟收敛到相应的连续公式。
We discuss discrete stochastic processes with two independent variables: one is the standard symmetric random walk, and the other is the Poisson process. Convergence of discrete stochastic processes is analysed, such that the symmetric random walk tends to the standard Brownian motion. We show that a discrete analogue of Ito’s formula converges to the corresponding continuous formula.