Approximation d'intégrales de processus stochastiques

DOI10.1016/S0764-4442(97)84779-9zbMath0890.60039MaRDI QIDQ4379177

Karim Benhenni

Publication date: 25 February 1998

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

mean square errorsecond-order processesEuler-MacLaurin formulaHölder regularity condition

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) General nonlinear regression (62J02) Prediction theory (aspects of stochastic processes) (60G25)

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