On the expected uniform error of Brownian motion approximated by the Levy-Cieselski construction

Keywords:

Brownian motion, Brownian bridge, Levy-Cieselski contruction, expected uniform error

Abstract

http://dx.doi.org/10.1017/S0004972712000330

Published

2024-06-01

Issue

Vol. 109 No. 03 (2024)

Section

Articles
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