On strong causal binomial approximation for stochastic processes
This paper considers binomial approximation of continuous time stochastic processes. It is shown that, under some mild integrability conditions, a process can be approximated in mean square sense and in other strong metrics by binomial processes, i.e., by processes with fixed size binary increments...
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| Format: | Journal Article |
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American Institute of Mathematical Sciences
2014
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| Online Access: | http://hdl.handle.net/20.500.11937/27706 |