On the approximation of random variables by stochastic integrals with respect to semimartingales

Stochastic integration with respect to a sequence of semimartingales

DE DONNO, Marzia
M. PRATELLI

January 2006

We propose a theory of stochastic integration with respect to a sequence of semimartingales, start...

#s dXs, with respect to the L2-norm. If X is special and has the

Projektbereich B
Martin Schweizer
Martin Schweizer
Universitäat Gäottingen
Form X X +m

January 1993

Abstract: Let X be a semimartingale and £ the space of all predictable X-integrable processes # such...

Stochastic approximation with delayed observations

Dupac, V.
Herkenrath, U.
Charles Univ. Prague (Czechoslovakia). Dept. of Probability and Mathematical Statistics
Bonn Univ. (Germany). Sonderforschungsbereich 72 - Approximation und Mathematische Optimierung in einer Anwendungsbezogenen Mathematik
Deutsche Forschungsgemeinschaft (DFG), Bonn (Germany)

January 1984

SIGLETIB: RN 4020 (704) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Informationsbi...

Approximating random variables by stochastic integrals

Schweizer, Martin

January 1993

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

On integer stochastic approximation

Dupac, V.
Herkenrath, U.
Bonn Univ. (Germany, F.R.). Sonderforschungsbereich 72 - Approximation und Mathematische Optimierung in einer Anwendungsbezogenen Mathematik

January 1983

SIGLECopy held by FIZ Karlsruhe; available from UB/TIB Hannover / FIZ - Fachinformationszzentrum Kar...

On the approximation of an integral by a sum of random variables

Zuijlen, M.C.A. van
Einmahl, J.H.J.

January 1998

Contains fulltext : 168926.pdf (publisher's version ) (Open Access

Error distributions for random grid approximations of multidimensional stochastic integrals

LINDBERG, CARL
Rootzen, Holger

January 2013

This paper proves joint convergence of the approximation error for several stochastic integrals with...

On Wong-Zakai approximation of stochastic differential equations

Konecny, Franz

An approximation theorem of stochastic differential equations driven by semimartingales is proved, b...

On Wong-Zakai approximation of stochastic differential equations

Konecny, Franz

December 1983

AbstractAn approximation theorem of stochastic differential equations driven by semimartingales is p...

On the approximation of the stochastic Burgers equation

Gugg, Christoph

January 2002

On the approximation of the stochastic Burgers equation / H. Kielhöfer, C. Gugg, M. Niggemann. - In:...

Convergence of the approximations of an integral by sums of random variables

Urmeneta Martín-Calero, Henar
Hernández García, Vicente

January 2006

Numeric methods of approximation on an integral suggest, in a natural way, random methods of approxi...

Rates of convergence of semi-stochastic approximation procedures for solving stochastic optimization problems

Marti, K.
Fuchs, E. (Hochschule der Bundeswehr Muenchen, Neubiberg (Germany, F.R.). Fachbereich Luft- und Raumfahrttechnik)
Hochschule der Bundeswehr Muenchen, Neubiberg (Germany, F.R.)

January 1984

SIGLECopy held by FIZ Karlsruhe; available from UB/TIB Hannover / FIZ - Fachinformationszzentrum Kar...

On the optimal approximation rate of certain stochastic integrals

Seppälä, Heikki

September 2010

AbstractGiven an increasing function H:[0,1)→[0,∞) and An(H)≔infτ∈Tn(∑i=1n∫ti−1ti(ti−t)H(t)2dt)12, w...

Introduction to stochastic calculus

Karandikar, Rajeeva L
Rao, B V

January 2018

This book sheds new light on stochastic calculus, the branch of mathematics that is most widely appl...

Passive stochastic approximation

Tsybakov, A.B.
Bonn Univ. (Germany). Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitaeten

January 1988

SIGLETIB Hannover: RO 2708(207) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Inform...

Stochastic integration with respect to a sequence of semimartingales

DE DONNO, Marzia
M. PRATELLI

January 2006

We propose a theory of stochastic integration with respect to a sequence of semimartingales, start...

#s dXs, with respect to the L2-norm. If X is special and has the

Projektbereich B
Martin Schweizer
Martin Schweizer
Universitäat Gäottingen
Form X X +m

January 1993

Abstract: Let X be a semimartingale and £ the space of all predictable X-integrable processes # such...

Stochastic approximation with delayed observations

Dupac, V.
Herkenrath, U.
Charles Univ. Prague (Czechoslovakia). Dept. of Probability and Mathematical Statistics
Bonn Univ. (Germany). Sonderforschungsbereich 72 - Approximation und Mathematische Optimierung in einer Anwendungsbezogenen Mathematik
Deutsche Forschungsgemeinschaft (DFG), Bonn (Germany)

January 1984

SIGLETIB: RN 4020 (704) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Informationsbi...

Approximating random variables by stochastic integrals

Schweizer, Martin

January 1993

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

On integer stochastic approximation

Dupac, V.
Herkenrath, U.
Bonn Univ. (Germany, F.R.). Sonderforschungsbereich 72 - Approximation und Mathematische Optimierung in einer Anwendungsbezogenen Mathematik

January 1983

SIGLECopy held by FIZ Karlsruhe; available from UB/TIB Hannover / FIZ - Fachinformationszzentrum Kar...

On the approximation of an integral by a sum of random variables

Zuijlen, M.C.A. van
Einmahl, J.H.J.

January 1998

Contains fulltext : 168926.pdf (publisher's version ) (Open Access

Error distributions for random grid approximations of multidimensional stochastic integrals

LINDBERG, CARL
Rootzen, Holger

January 2013

This paper proves joint convergence of the approximation error for several stochastic integrals with...

On Wong-Zakai approximation of stochastic differential equations

Konecny, Franz

An approximation theorem of stochastic differential equations driven by semimartingales is proved, b...

On Wong-Zakai approximation of stochastic differential equations

Konecny, Franz

December 1983

AbstractAn approximation theorem of stochastic differential equations driven by semimartingales is p...

On the approximation of the stochastic Burgers equation

Gugg, Christoph

January 2002

On the approximation of the stochastic Burgers equation / H. Kielhöfer, C. Gugg, M. Niggemann. - In:...

Convergence of the approximations of an integral by sums of random variables

Urmeneta Martín-Calero, Henar
Hernández García, Vicente

January 2006

Numeric methods of approximation on an integral suggest, in a natural way, random methods of approxi...

Rates of convergence of semi-stochastic approximation procedures for solving stochastic optimization problems

Marti, K.
Fuchs, E. (Hochschule der Bundeswehr Muenchen, Neubiberg (Germany, F.R.). Fachbereich Luft- und Raumfahrttechnik)
Hochschule der Bundeswehr Muenchen, Neubiberg (Germany, F.R.)

January 1984

SIGLECopy held by FIZ Karlsruhe; available from UB/TIB Hannover / FIZ - Fachinformationszzentrum Kar...

On the optimal approximation rate of certain stochastic integrals

Seppälä, Heikki

September 2010

AbstractGiven an increasing function H:[0,1)→[0,∞) and An(H)≔infτ∈Tn(∑i=1n∫ti−1ti(ti−t)H(t)2dt)12, w...

Introduction to stochastic calculus

Karandikar, Rajeeva L
Rao, B V

January 2018

This book sheds new light on stochastic calculus, the branch of mathematics that is most widely appl...

Passive stochastic approximation

Tsybakov, A.B.
Bonn Univ. (Germany). Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitaeten

January 1988

SIGLETIB Hannover: RO 2708(207) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Inform...

Stochastic integration with respect to a sequence of semimartingales

DE DONNO, Marzia
M. PRATELLI

January 2006

We propose a theory of stochastic integration with respect to a sequence of semimartingales, start...

#s dXs, with respect to the L2-norm. If X is special and has the

Projektbereich B
Martin Schweizer
Martin Schweizer
Universitäat Gäottingen
Form X X +m

January 1993

Abstract: Let X be a semimartingale and £ the space of all predictable X-integrable processes # such...

Stochastic approximation with delayed observations

Dupac, V.
Herkenrath, U.
Charles Univ. Prague (Czechoslovakia). Dept. of Probability and Mathematical Statistics
Bonn Univ. (Germany). Sonderforschungsbereich 72 - Approximation und Mathematische Optimierung in einer Anwendungsbezogenen Mathematik
Deutsche Forschungsgemeinschaft (DFG), Bonn (Germany)

January 1984

SIGLETIB: RN 4020 (704) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Informationsbi...

On the approximation of random variables by stochastic integrals with respect to semimartingales

Abstract

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On the approximation of random variables by stochastic integrals with respect to semimartingales

Abstract

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