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
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- EP ID EP651656
- DOI 10.24297/jam.v12i8.5071
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