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
  • Views 134
  • Downloads 0

How To Cite

Gharib Musa, Ibrahim Gharib (2016). APPROXIMATIONS OF STOCHASTIC INTEGRALS OF THE POISSON PROCESS. JOURNAL OF ADVANCES IN MATHEMATICS, 12(8), 6463-6472. https://europub.co.uk/articles/-A-651656