Diffusion and Deterministic Systems

M. Tyran-Kamińska, L. Pujo-Menjouet
2014 Mathematical Modelling of Natural Phenomena  
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 fatcat:kmdlxvrxrfberjlofuar6ejyny