APPROXIMATIONS OF STOCHASTIC INTEGRALS OF THE POISSON PROCESS
Journal Title: JOURNAL OF ADVANCES IN MATHEMATICS - Year 2016, Vol 12, Issue 8
Abstract
In this article the asymptotic behavior of the finite sums of the elements depending on approximations, being linear combinations of approximations by I to and Stratonovich, is investigated. The outcomes of the present work are generalizations of the corresponding theorems from
Authors and Affiliations
Gharib Musa, Ibrahim Gharib
Keywords
Related Articles
- EP ID EP651656
- DOI 10.24297/jam.v12i8.5071
- Views 150
- Downloads 0
On the Mixed Dirichlet--Farwig biharmonic problem in exterior domains
We study the properties of generalized solutions in unbounded domains and the asymptotic behavior of solutions of elliptic boundary value problems at infinity. Moreover, we study the unique solvability of the mixed Diric...
The Reproducing Kernel Hilbert Space Method for Solving System of Linear Weakly Singular Volterra Integral Equations
The exact solutions of a system of linear weakly singular Volterra integral equations (VIE) have been a difficult to find. The aim of this paper is to apply reproducing kernel Hilbert space (RKHS) method to find th...
RESTRICTED CANCELLATION AND WEAKLY RESTRICTED CANCELLATION FUZZY MODULES
In this paper, we introduce and study (restricted cancellation, weakly restricted cancellation) fuzzy modules as generalization of notions restricted cancellation (weakly restricted cancellation) modules. We give many ba...
On Anti-fuzzy Ideals of Mgamma-Groups
We derive results related to level sets, cosets with respect to anti-fuzzy ideals in MT-groups
Characterizations of stability of first order linear Hahn difference equations
Hahn introduced the difference operator Dq.wf(t) = f(qt + w) -f(t))/t(q -1+w) in 1949, where 0 < q < 1 and ! > 0 are fixed real numbers. This operator extends the classical difference operator f(t) =...