Optimal discretization of stochastic integrals driven by general Brownian semimartingale (Q1621716)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal discretization of stochastic integrals driven by general Brownian semimartingale |
scientific article |
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Optimal discretization of stochastic integrals driven by general Brownian semimartingale (English)
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9 November 2018
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discretization of stochastic integrals
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hitting times
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random ellipsoids
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almost sure convergence
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