Approximation of Second-Order Moment Processes from Local Averages

oleh: Song Zhanjie, Wang Ping, Xie Weisong

Format: Article
Diterbitkan: SpringerOpen 2009-01-01

Deskripsi

<p/> <p>We use local averages to approximate processes that have finite second-order moments and are continuous in quadratic mean. We also provide some insight and generalization of the connection between Bernstein polynomials and Brownian motion, which was investigated by Kowalski in 2006.</p>