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

  • Journal of The Korea Society of Computer and Information
  • Abbr : JKSCI
  • 2013, 18(3), pp.91-96
  • Publisher : The Korean Society Of Computer And Information
  • Research Area : Engineering > Computer Science

Sung Hee Choi 1 Suk-Hyung Hwang 2

1선문대학교 컴퓨터공학과
2선문대학교

Accredited

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.

Citation status

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