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http://dx.doi.org/10.9708/jksci.2013.18.3.091

A study on the properties of the finite-dimensional approximation of an r-fold Wiener Process  

Choi, Sung-Hee (선문대학교 컴퓨터공학과)
Hwang, Suk-Hyung (선문대학교 컴퓨터공학과)
Publication Information
Journal of the Korea Society of Computer and Information / v.18, no.3, 2013 , pp. 91-96 More about this Journal
Abstract
Because the r-fold Wiener process is truly infinitely dimensional and a computer can only handle finitely dimensional subspaces, we study in this paper the basic properties of the m-dimensional approximation function of the r-fold Wiener process.
Keywords
Wiener process; average case error; Probability measure;
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