An Optimal Approximation of Rosenblatt Sheet by Multiple Wiener Integrals
نویسندگان
چکیده
منابع مشابه
Approximating the Rosenblatt process by multiple Wiener integrals
Let Z be the Rosenblatt process with the representation Z t = ∫ t
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and since evaluation of this integral by analysis often cannot be done, it is of some practical interest to investigate the possibility of numerically evaluating this integral. Such a calculation is expected to require an enormous amount of arithmetic since it involves the evaluation of a fc-fold integral where k >5> 1 ; an exact evaluation requires going to the limit k —* ». Consequently, it i...
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ژورنال
عنوان ژورنال: Mediterranean Journal of Mathematics
سال: 2017
ISSN: 1660-5446,1660-5454
DOI: 10.1007/s00009-017-0856-3