On an approximation problem for stochastic integrals where random time nets do not help

Stochastic Processes and their Applications

Volumn 116, Issue 3, 2006, Pages 407-422

  Geiss, Christel ^a   Geiss, Stefan ^a  

^a UNIVERSITY OF JYVÄSKYLÄ   (Finland)

Author keywords

Approximation; Random time nets; Stochastic integrals

Indexed keywords

APPROXIMATION THEORY; BROWNIAN MOVEMENT; CONVERGENCE OF NUMERICAL METHODS; FUNCTION EVALUATION; INTEGRAL EQUATIONS;

RANDOM TIME SETS; RANDOM VARIABLES; STOCHASTIC INTEGRALS;

PROBLEM SOLVING;

EID: 31344460406     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2005.10.002     Document Type: Article

References (11)

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