APPROXIMATIONS OF STOCHASTIC INTEGRALS OF THE POISSON PROCESS
DOI:
https://doi.org/10.24297/jam.v12i8.5071Keywords:
Stochastic integral, Poisson Process.Abstract
In this article the asymptotic behavior of the finite sums of the elements depending on approximations, being linear combinations of approximations by I to and Stratonovich, is investigated. The outcomes of the present work are generalizations of the corresponding theorems fromDownloads
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References
1. Lazakovich, N.V. 1994 Stochastic Differentials in the Field of Generalized Random Processes Algebra.
2. Pugachev V.S., Sinitsyn I.N. 1987.Stochastic Differential Systems. Analysis and Filtering-Chichester.
3. Ogawa.B.S. 1970,On Riemann Definition of the Stochastic Integral
4. Lazakovich N.V., Iablonsky O.L. Stochastic.1998. Differentials in the Field of Generalized Random Processes Algebra.
5. Lazakovich N.V., Stashoulenok S.P. 1995.Approximation of Stochastic Integral of the Poisson Random Processes by the Generalized Processes Algebra Elements.
6. Lazakovich N.V., Stashoulenok S.P.1997. Approximation of the Integral and Equations of the Poisson Random Processes by the Meaning of Ito and Stratonovich.
7. Chung,K.L. Williams.R.J.1983. Introduction to Stochastic Integral. Progress in Probability and Statistics.
8. Lazakovich N.V., Lesnevsky V.E., Stashoulenok S.P.1998. Approximation of the Poisson Process.
2. Pugachev V.S., Sinitsyn I.N. 1987.Stochastic Differential Systems. Analysis and Filtering-Chichester.
3. Ogawa.B.S. 1970,On Riemann Definition of the Stochastic Integral
4. Lazakovich N.V., Iablonsky O.L. Stochastic.1998. Differentials in the Field of Generalized Random Processes Algebra.
5. Lazakovich N.V., Stashoulenok S.P. 1995.Approximation of Stochastic Integral of the Poisson Random Processes by the Generalized Processes Algebra Elements.
6. Lazakovich N.V., Stashoulenok S.P.1997. Approximation of the Integral and Equations of the Poisson Random Processes by the Meaning of Ito and Stratonovich.
7. Chung,K.L. Williams.R.J.1983. Introduction to Stochastic Integral. Progress in Probability and Statistics.
8. Lazakovich N.V., Lesnevsky V.E., Stashoulenok S.P.1998. Approximation of the Poisson Process.
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Published
2016-08-15
How to Cite
Musa, G., & Gharib, I. (2016). APPROXIMATIONS OF STOCHASTIC INTEGRALS OF THE POISSON PROCESS. JOURNAL OF ADVANCES IN MATHEMATICS, 12(8), 6463–6472. https://doi.org/10.24297/jam.v12i8.5071
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