Pathwise approximations of processes based on the fine structure of their filtrations
Walter Willinger; Murad S. Taqqu
Séminaire de probabilités de Strasbourg (1988)
- Volume: 22, page 542-599
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topWillinger, Walter, and Taqqu, Murad S.. "Pathwise approximations of processes based on the fine structure of their filtrations." Séminaire de probabilités de Strasbourg 22 (1988): 542-599. <http://eudml.org/doc/113654>.
@article{Willinger1988,
author = {Willinger, Walter, Taqqu, Murad S.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {pathwise approximations of processes; skeletons; filtration; pathwise convergence; natural convergence; examples; skeleton approximation; Brownian motion},
language = {fre},
pages = {542-599},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Pathwise approximations of processes based on the fine structure of their filtrations},
url = {http://eudml.org/doc/113654},
volume = {22},
year = {1988},
}
TY - JOUR
AU - Willinger, Walter
AU - Taqqu, Murad S.
TI - Pathwise approximations of processes based on the fine structure of their filtrations
JO - Séminaire de probabilités de Strasbourg
PY - 1988
PB - Springer - Lecture Notes in Mathematics
VL - 22
SP - 542
EP - 599
LA - fre
KW - pathwise approximations of processes; skeletons; filtration; pathwise convergence; natural convergence; examples; skeleton approximation; Brownian motion
UR - http://eudml.org/doc/113654
ER -
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