Zobrazeno 1 - 3
of 3
pro vyhledávání: '"N. V. Lazakovich"'
Autor:
N. V. Lazakovich, A. L. Yablonski
Publikováno v:
Theory of Probability & Its Applications. 50:612-630
In the paper the limiting behavior of finite sums with averaging containing Levy processes is considered. For this purpose a new class of stochastic integrals for Levy processes including, in particular, the Ito integral, Stratonovich integral, and o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::957fd638f5fe2482a06e94869fc17be6
https://doi.org/10.1137/s0040585x97982001
https://doi.org/10.1137/s0040585x97982001
Autor:
O. L. Yablonskii, N. V. Lazakovich
Publikováno v:
Siberian Mathematical Journal. 42:75-90
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::464483b230b781eb9ec29f06eb37dec9
https://doi.org/10.1023/a:1004893510199
https://doi.org/10.1023/a:1004893510199
Publikováno v:
Lithuanian Mathematical Journal. 39:196-202
In this paper, we consider problems of approximation of stochastic θ-integrals (θ)∫ 0 t f(B(s))dB(s) with respect to a Brownian motion by sums of the form ∑ k=1 p fn(B n θ (tk-1))[B n θ (tk)-B n θ (tk-1], where the sequences {fn,n∈∕#x007
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8fe18bdac34ace4706f5a76001e4ce02
https://doi.org/10.1007/bf02469284
https://doi.org/10.1007/bf02469284