An Optimal Polynomial Approximation of Brownian Motion
نویسندگان
چکیده
منابع مشابه
Strong Approximation of Brownian Motion
Simple random walk and Brownian motion are two strongly interconnected mathematical concepts. They are widely involved in not only pure math, but also in many other scientific fields. In this paper I will first introduce and define some basic concepts of discrete-time random walk. Then I will construct Brownian Motion with some basic properties, and use a method called the strong approximation ...
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ژورنال
عنوان ژورنال: SIAM Journal on Numerical Analysis
سال: 2020
ISSN: 0036-1429,1095-7170
DOI: 10.1137/19m1261912