Approximation of Second-Order Moment Processes from Local Averages
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 2006.
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| Format: | Article |
| Language: | English |
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SpringerOpen
2009-01-01
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| Series: | Journal of Inequalities and Applications |
| Online Access: | http://dx.doi.org/10.1155/2009/154632 |
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doaj-4d15f09b0646490f94da9e35687676be |
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Article |
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doaj-4d15f09b0646490f94da9e35687676be2020-11-25T02:28:05ZengSpringerOpenJournal of Inequalities and Applications1025-58341029-242X2009-01-01200910.1155/2009/154632Approximation of Second-Order Moment Processes from Local AveragesZhanjie SongPing WangWeisong XieWe 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 2006. http://dx.doi.org/10.1155/2009/154632 |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
Zhanjie Song Ping Wang Weisong Xie |
| spellingShingle |
Zhanjie Song Ping Wang Weisong Xie Approximation of Second-Order Moment Processes from Local Averages Journal of Inequalities and Applications |
| author_facet |
Zhanjie Song Ping Wang Weisong Xie |
| author_sort |
Zhanjie Song |
| title |
Approximation of Second-Order Moment Processes from Local Averages |
| title_short |
Approximation of Second-Order Moment Processes from Local Averages |
| title_full |
Approximation of Second-Order Moment Processes from Local Averages |
| title_fullStr |
Approximation of Second-Order Moment Processes from Local Averages |
| title_full_unstemmed |
Approximation of Second-Order Moment Processes from Local Averages |
| title_sort |
approximation of second-order moment processes from local averages |
| publisher |
SpringerOpen |
| series |
Journal of Inequalities and Applications |
| issn |
1025-5834 1029-242X |
| publishDate |
2009-01-01 |
| description |
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 2006. |
| url |
http://dx.doi.org/10.1155/2009/154632 |
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AT zhanjiesong approximationofsecondordermomentprocessesfromlocalaverages AT pingwang approximationofsecondordermomentprocessesfromlocalaverages AT weisongxie approximationofsecondordermomentprocessesfromlocalaverages |
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