Stochastics and stochastics reports · 1995 · 14 citations · 22 references
EngineeringMathematicsProbability TheoryStochastic ModelingStochastic ProcessesChaos TheoryContinuous-time Stochastic ProcessesDiscrete-time Stochastic ProcessesRandom WalksStochastic CalculusStochastic Differential EquationsDiscrete-time ModelsRandom Walk Limit TheoremsStochastic IntegralsStochastic IntegrationWeak Convergence Of Stochastic Processes
We formulate the notion of D2-convergence of discrete time entities (based on simple random walks) to their continuous counterparts on Wiener space, and show that D2-convergence is preserved under stochastic integration and differentiation, and for chaos decomposition.
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The ages of alleles and a coalescent
Peter Donnelly, Simon Tavaré · Advances in Applied Probability · 1986 · 247 citations