Convergence to the Brownian motion

Authors

  • Marc Cano i Cànovas Universitat de Barcelona

Keywords:

Brownian motion, convergence, convergence in distribution, almost sure convergence

Abstract

El moviment Brownià és un procés estocàstic que modelitza el moviment de partícules suspeses en un líquid o gas. En matemàtiques, pren un rol vital en el càlcul estocàstic. En aquest treball es demostren tres resultats diferents de convergència cap a aquest. El primer resultat que es demostra és el teorema de Donsker. El segon resultat consisteix en demostrar la convergència en distribució d’uns processos estudiats per Daniel Stroock. L’últim resultat és la demostració de la convergència quasi segura d’uns processos anomenats Processos de Transport Uniforme, els quals són prèviament presentats.

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Published

2024-01-26

How to Cite

Cano i Cànovas, M. (2024). Convergence to the Brownian motion. Reports@SCM, 8(1), 51–52. Retrieved from https://revistes.iec.cat/index.php/reports/article/view/151065

Issue

Vol. 8 No. 1 (2023)

Section

Extended Abstracts

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