An approximation of $L_{p}(Ω)$ processes
نویسندگان
چکیده
منابع مشابه
A weak approximation for the Extrema's distributions of Levy processes
Suppose that $X_{t}$ is a one-dimensional and real-valued L'evy process started from $X_0=0$, which ({bf 1}) its nonnegative jumps measure $nu$ satisfying $int_{Bbb R}min{1,x^2}nu(dx)
متن کاملAn approximation scheme for the optimal control of diffusion processes
— We present a numerical approximation scheme for the infinité horizon problem related to diffusion processes The scheme is based on a discrete version of the dynamic programming principle and converges to the viscosity solution of the second order HamiltonJacohi-Bellman équation The diffusion can be degenerate The problem in W is solved in a bounded domain fl using a truncatwn technique and wi...
متن کاملApproximation of an additive mapping in various normed spaces
In this paper, using the fixed point and direct methods, we prove the generalized Hyers-Ulam-Rassias stability of the following Cauchy-Jensen additive functional equation: begin{equation}label{main} fleft(frac{x+y+z}{2}right)+fleft(frac{x-y+z}{2}right)=f(x)+f(z)end{equation} in various normed spaces. The concept of Hyers-Ulam-Rassias stability originated from Th. M. Rassias’ stability theorem t...
متن کاملApproximation of Hunt Processes by Multivariate Poisson Processes
We prove that arbitrary Hunt processes on a general state space can be approximated by multivariate Poisson processes starting from each point of the state space. The key point is that no additional regularity assumption on the state space and on the underlying transition semigroup is used.
متن کاملBest approximation for classes of random processes
We consider the best approximation order for classes of random processes. The close relationship between the smoothness properties of a function and the best rate of its linear approximation is one of the basic ideas of conventional (determinis-tic) approximation theory. We investigate similar properties for random functions. HH older's class of random processes is studied in more detail. Sever...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Theory of Probability and Mathematical Statistics
سال: 2011
ISSN: 0094-9000,1547-7363
DOI: 10.1090/s0094-9000-2012-00842-9