APPROXIMATIONS OF STOCHASTIC INTEGRALS OF THE POISSON PROCESS

the effect of keeping reflective journals by language instructors on the process of reading comprehension among iranian high school students

خواندن ودرک مطلب از مهمترین مهارتها در یادگیری زبان خارجی محسوب می شود. این تحقیق تاثیر برگه های تامل برانگیز هدایت شده را در ارتقاع مهارت خواندن ودر ک مطلب در دانش اموزان دبیرستانی ایرانی بررسی می نماید. ازمجموع ?2 دانش آموز سال چهارم دبیرستان شهید رجایی شهرستان اسلامشهر¸ پس از اجرای آزمون استاندارد ((nelson 150a تعداد 39 دانش آموز که نمرات آنها یک سطح انحراف معیار بالاتر یا پایین تر ازمعدل قر...

Moments of Poisson stochastic integrals with random integrands

Saddlepoint Approximations for Extended Poisson Process Models

The saddlepoint approximation to the probabilities of a general time-homogenous birth process, as derived by Daniels 6 , is revisited. Of interest is the accuracy of the approximation for extended Poisson process models constructed from state-dependent birth processes. Numerical calculations are used to examine the accuracy of the probability approximation for a range of state-dependent models,...

Error Distributions for Random Grid Approximations of Multidimensional Stochastic Integrals

This paper proves joint convergence of the approximation error for several stochastic integrals with respect to local Brownian semimartingales, for non-equidistant and random grids. The conditions needed for convergence are that the Lebesgue integrals of the integrands tend uniformly to zero and that the squared variation and covariation processes converge. The paper also provides tools which s...

Combinatorics of Poisson stochastic integrals with random integrands

We present a self-contained account of recent results on moment identities for Poisson stochastic integrals with random integrands, based on the use of functional transforms on the Poisson space. This presentation relies on elementary combinatorics based on the Faà di Bruno formula, partitions and polynomials, which are used together with multiple stochastic integrals, finite difference operato...