Free-knot spline approximation of stochastic processes
نویسندگان
چکیده
We study optimal approximation of stochastic processes by polynomial splines with free knots. The number of free knots is either a priori fixed or may depend on the particular trajectory. For the s-fold integrated Wiener process as well as for scalar diffusion processes we determine the asymptotic behavior of the average Lp-distance to the splines spaces, as the (expected) number k of free knots tends to infinity.
منابع مشابه
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ورودعنوان ژورنال:
- J. Complexity
دوره 23 شماره
صفحات -
تاریخ انتشار 2007