Korovkin systems of stochastic processes

DOI10.1007/BF01162021MaRDI QIDQ1079871zbMATH OpenFDO

Authors Michael Weba

Publication date 1986

Published in Mathematische Zeitschrift (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/173716

zbMATH Keywords

approximation of stochastic processesKorovkin-systemsstochastic version of Weierstrass' theoremtrapezoidal rule for stochastic Riemann- Stieltjes integrals

Mathematics Subject Classification ID

Best approximation, Chebyshev systems (41A50) Stochastic processes (60G99)

Review text

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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Cites work

• Ein allgemeiner Korovkin-Satz für lokalkonvexe Vektorverbände
• scientific article; zbMATH DE number 3153461 (Why is no real title available?)
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Cited in

(10)

• Positive operators on tensor products which are the tensor product of their restrictions
• Monotone approximation of random functions with multivariate domains in respect of lattice semi-norms
• Interpolation of random functions
• Foundation of stochastic fractional calculus with fractional approximation of stochastic processes
• Statistical Korovkin Theory for Multivariate Stochastic Processes
• scientific article; zbMATH DE number 3944470 (Why is no real title available?)
• scientific article; zbMATH DE number 1447263 (Why is no real title available?)
• Commutative conformable fractional Korovkin properties for stochastic processes
• A quantitative Korovkin theorem for random functions with multivariate domains
• Multivariate stochastic Korovkin theory given quantitatively

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