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

  • 제18권3호
  • /
  • Pages.91-96
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  • 2013
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  • 1598-849X(pISSN)
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  • 2383-9945(eISSN)
한국컴퓨터정보학회 (Korean Society of Computer Information)
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r-fold Wiener process에 대한 유한근사함수의 특성에 관한 연구

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

  • 투고 : 2012.12.27
  • 심사 : 2013.02.23
  • 발행 : 2013.03.30
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⟨ 이전 논문 다음 논문 ⟩

초록

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.

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.

키워드

참고문헌

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