Korovkin systems of stochastic processes (Q1079871): Difference between revisions

Korovkin-systems for the space of \(L^ 1\)-continuous stochastic processes are examined. Sufficient conditions are given in order to decide whether a given system of random functions constitutes a Korovkin system, and it is shown how to obtain results about the approximation of stochastic processes. For example, a constructive proof of a stochastic version of Weierstrass' theorem and a trapezoidal rule for stochastic Riemann-Stieltjes integrals are derived.