PreprintarXiv licencearXiv
Discrete Approximation to Time-changed Brownian Motions
Abstract
We develop a general discrete approximation scheme for time-changed Brownian motions on ℝd. Our approximation scheme works for any smooth measure with full quasi-support on ℝd with suitable initial distributions. Under some mild conditions on the smooth measure, the discrete approximation scheme works for every starting point. Our results in particular give a discrete approximation scheme for Liouville Brownian motions.
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BibTeX
@misc{chen2026discrete,
title = {{Discrete Approximation to Time-changed Brownian Motions}},
author = {Zhen-Qing Chen and Yang Yu},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2609.07789},
eprint = {2609.07789},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2609.07789},
}
RIS
TY - UNPB
TI - Discrete Approximation to Time-changed Brownian Motions
AU - Zhen-Qing Chen
AU - Yang Yu
PY - 2026
DA - 2026/10/23
PB - arXiv
DO - 10.48550/arxiv.2609.07789
UR - https://arxiv.org/abs/2609.07789
AB - We develop a general discrete approximation scheme for time-changed Brownian motions on ℝ^d. Our approximation scheme works for any smooth measure with full quasi-support on ℝ^d with suitable initial distributions. Under some mild conditions on the smooth measure, the discrete approximation scheme works for every starting point. Our results in particular give a discrete approximation scheme for Liouville Brownian motions.
ER -