On Convergence of the Uniform Norm and Approximation for Stochastic Processes from the Space F()
JOURNAL OF THEORETICAL PROBABILITY(2023)
Abstract
In this paper, we consider random variables and stochastic processes from the space F-psi(Omega) and study approximation problems for such processes. The method of series decomposition of a stochastic process from F-psi(Omega) is used to find an approximating process called a model. The rate of convergence of the model to the process in the uniform norm is investigated. We develop an approach for estimating the cut-off level of the model under given accuracy and reliability of the simulation.
MoreTranslated text
Key words
Approximation for stochastic processes,Model,Simulation,Series decomposition,The spaceF(psi)(Omega)
AI Read Science
Must-Reading Tree
Example
Generate MRT to find the research sequence of this paper
Chat Paper
Summary is being generated by the instructions you defined