Geodesic
Diffusion and Deterministic Systems
M. Tyran-Kamińska1
1 Institute of Mathematics, University of Silesia, Bankowa 14, 40-007 Katowice, Poland
Mathematical modelling of natural phenomena, Tome 9 (2014) no. 1, pp. 139-150.

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We show that simple diffusion processes are weak limits of piecewise continuous processes constructed within a totally deterministic framework. The proofs are based on the continuous mapping theorem and the functional central limit theorem.
DOI : 10.1051/mmnp/20149110

M. Tyran-Kamińska 1

1 Institute of Mathematics, University of Silesia, Bankowa 14, 40-007 Katowice, Poland 
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M. Tyran-Kamińska. Diffusion and Deterministic Systems. Mathematical modelling of natural phenomena, Tome 9 (2014) no. 1, pp. 139-150. doi : 10.1051/mmnp/20149110. http://geodesic.mathdoc.fr/articles/10.1051/mmnp/20149110/

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