Application of the theory of square-Gaussian processes to simulation of stochastic processes

dc.contributor.author	Kozachenko, Y.
dc.contributor.author	Rozora, I.
dc.date.accessioned	2009-11-11T15:19:34Z
dc.date.available	2009-11-11T15:19:34Z
dc.date.issued	2006
dc.identifier.citation	Application of the theory of square-Gaussian processes to simulation of stochastic processes / Y. Kozachenko, I. Rozora // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 43–54. — Бібліогр.: 9 назв.— англ.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4456
dc.description.abstract	In the paper the simulation of stochastic processes is considered. For this purpose the estimation for distribution of supremum of square-Gaussian processes is found. The theorems are proved that give the conditions under which the constructed model approximates stochastic process in Banach space with given accuracy and reliability. The obtained results can be widely used in actuarial science and ﬁnancial mathematics.	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	Application of the theory of square-Gaussian processes to simulation of stochastic processes	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US