✦ LIBER ✦

Riemann-Stieltjes approximations of stochastic integrals

✍ Scribed by E. Wong; M. Zakai

Publisher: Springer
Year: 1969
Tongue: English
Weight: 455 KB
Volume: 12
Category: Article
ISSN: 1432-2064
DOI: 10.1007/bf00531642

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

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✍ S.S. Dragomir 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 614 KB

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The Beesack–Darst–Pollard inequalities a

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✍ N.S. Barnett; S.S. Dragomir 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 410 KB

Utilising the Beesack version of the Darst-Pollard inequality, some error bounds for approximating the Riemann-Stieltjes integral are given. Some applications related to the trapezoid and mid-point quadrature rules are provided.