| Autor: |
Lazakovich, N., Stashulenok, S., Yablonskii, O. |
| Zdroj: |
Lithuanian Mathematical Journal; Apr1999, Vol. 39 Issue 2, p196-202, 7p |
| Abstrakt: |
In this paper, we consider problems of approximation of stochastic θ-integrals (θ) ∫ f(B(s))dB(s) with respect to a Brownian motion by sums of the form ∑fn(B(tk-1))[B(tk)-B(tk-1], where the sequences {fn,n∈∕#x007D; and {[B,n∈∕} are convolution-type approximations of the function f and Brownian motion B. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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