Consider dx(t)=(1/sqrt(r))[dn_1(t)-dn_2(t)] where N_1(t) and N_2(t) are two independent Poisson processes with the same rate r. x(t) is the displacement of the "particle". When r goes to infinity it can be shown that x(t) converges to Wiener process w(t) wp1. 怎么就不可导了? because w(t) changes sqrt(dt) amount over dt time, the ratio blows up when dt goes to zero.