Journal of the Korea Society of Computer and Information (한국컴퓨터정보학회논문지)

Korean Society of Computer Information (한국컴퓨터정보학회)
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A study on the properties of the finite-dimensional approximation of an r-fold Wiener Process

r-fold Wiener process에 대한 유한근사함수의 특성에 관한 연구

  • Received : 2012.12.27
  • Accepted : 2013.02.23
  • Published : 2013.03.30
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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.

r-fold Wiener process는 실질적으로 infinite dimension이고, 컴퓨터는 finitely dimensional subspace만 취급할 수 있기 때문에 f-fold Wiener process는 컴퓨터로 구현될 수 없다. 따라서 본 논문에서는 r-fold Wiener process의 m-dimensional approximation 함수의 특성에 대해 연구한다.

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References

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