Let {X(t), 0} denote a birth and death process that is allowed to go negative and that

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Let {X(t), 0} denote a birth and death process that is allowed to go negative and that has constant birth and death rates = , = , n = 0, 1, 2, Define and c as functions of A in such a way that {cX(t), tu} converges to Brownian motion as A In Problems 87 through 8 12, let {X(t), t 0} denote Brownian motion

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Stochastic Processes

ISBN: 9780471120629

2nd Edition

Authors: Sheldon M. Ross

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