On Convergence of the Uniform Norm and Approximation for Stochastic Processes from the Space Fψ(Ω)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\textbf{F}}_\psi (\Omega )$$\end{document}

被引：0
作者：
Iryna Rozora [1 ]
Yurii Mlavets [3 ]
Olga Vasylyk [2 ]
Volodymyr Polishchuk [3 ]
机构：
[1] Taras Shevchenko National University of Kyiv,
[2] Uzhhorod National University,undefined
[3] National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”,undefined
来源：
Journal of Theoretical Probability | 2024年 / 37卷 / 2期
关键词：
Approximation for stochastic processes; Model; Simulation; Series decomposition; The space ; 60G07; 60G15; 65C20; 68U20;
D O I：
10.1007/s10959-023-01309-x
中图分类号：
学科分类号：
摘要：
In this paper, we consider random variables and stochastic processes from the space Fψ(Ω)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\textbf{F}}_\psi (\Omega )$$\end{document} and study approximation problems for such processes. The method of series decomposition of a stochastic process from Fψ(Ω)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\textbf{F}}_\psi (\Omega )$$\end{document} is used to find an approximating process called a model. The rate of convergence of the model to the process in the uniform norm is investigated. We develop an approach for estimating the cut-off level of the model under given accuracy and reliability of the simulation.
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页码：1627 / 1653
页数：26
相关论文
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