Quadrature of smooth stochastic processes
type: Item
instance of: scholarly article
title: Quadrature of smooth stochastic processes
zbMATH Open document ID: 0692.60040
DOI: 10.1007/BF01312214
author: Michael Weba
publication date: 1991-01-01T00:00:00Z
review text: The integral of a stochastic process is estimated by means of classical quadrature formulae. On contrast to certain conventional methods, knowledge of covariances is not required, and no regularity conditions are assumed. Explicit error representations and error bounds with respect to the \(L^ p\)-norm are established.
Mathematics Subject Classification ID: 60G99
Mathematics Subject Classification ID: 62M99
zbMATH DE Number: 4133236
zbMATH Keywords: estimation of multilinear functionals
zbMATH Keywords: sampling design
zbMATH Keywords: quadrature formulae
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01312214
OpenAlex ID: W2021877781
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 4133236