Korovkin systems of stochastic processes (Q1079871)
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scientific article; zbMATH DE number 3965114
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| English | Korovkin systems of stochastic processes |
scientific article; zbMATH DE number 3965114 |
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Korovkin systems of stochastic processes (English)
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1986
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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.
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Korovkin-systems
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approximation of stochastic processes
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stochastic version of Weierstrass' theorem
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trapezoidal rule for stochastic Riemann- Stieltjes integrals
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0.8334203362464905
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0.831036388874054
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0.8302592635154724
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