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Diffusion and Deterministic Systems

Published online by Cambridge University Press:  07 February 2014

M. Tyran-Kamińska

Abstract

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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.

Keywords

functional limit theorempiecewise monotonic mapsOrnstein-Uhlenbeck processLangevin equationdiffusion

Information

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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