Application of the theory of square-Gaussian processes to simulation of stochastic processes
In the paper the simulation of stochastic processes is considered. For this purpose the estimation for distribution of supremum of square-Gaussian processes is found. The theorems are proved that give the conditions under which the constructed model approximates stochastic process in Banach space w...
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| Дата: | 2006 |
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| Автори: | , |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2006
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| Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/4456 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | Application of the theory of square-Gaussian processes to simulation of stochastic processes / Y. Kozachenko, I. Rozora // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 43–54. — Бібліогр.: 9 назв.— англ. |