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Diffusion and Deterministic Systems
Published online by Cambridge University Press: 07 February 2014
Abstract
We show that simple diffusion processes are weak limits of piecewise continuous processesconstructed within a totally deterministic framework. The proofs are based on thecontinuous mapping theorem and the functional central limit theorem.
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- Type
- Research Article
- Information
- Mathematical Modelling of Natural Phenomena , Volume 9 , Issue 1: Issue dedicated to Michael Mackey , 2014 , pp. 139 - 150
- Copyright
- © EDP Sciences, 2014
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