Optimal discretization of stochastic integrals driven by general Brownian semimartingale (Q1621716)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal discretization of stochastic integrals driven by general Brownian semimartingale |
scientific article; zbMATH DE number 6976085
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal discretization of stochastic integrals driven by general Brownian semimartingale |
scientific article; zbMATH DE number 6976085 |
Statements
Optimal discretization of stochastic integrals driven by general Brownian semimartingale (English)
0 references
9 November 2018
0 references
discretization of stochastic integrals
0 references
hitting times
0 references
random ellipsoids
0 references
almost sure convergence
0 references
0 references
0 references
0.92218435
0 references
0.9014719
0 references
0.89574474
0 references
0.89324915
0 references
0.88881856
0 references
0.88679475
0 references
0.8862184
0 references
