Approximation of Second-Order Moment Processes from Local Averages

<p/> <p>We use local averages to approximate processes that have finite second-order moments and are continuous in quadratic mean. We also provide some insight and generalization of the connection between Bernstein polynomials and Brownian motion, which was investigated by Kowalski in 20...

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Bibliographic Details
Main Authors: Song Zhanjie, Wang Ping, Xie Weisong
Format: Article
Language:English
Published: SpringerOpen 2009-01-01
Series:Journal of Inequalities and Applications
Online Access:http://www.journalofinequalitiesandapplications.com/content/2009/154632