Free-Knot Spline Approximation of Stochastic Processes

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dc.creatorCreutzig, J.
dc.creatorMueller-Gronbach, T.
dc.creatorRitter, K.
dc.date2006-12-12
dc.date.accessioned2026-07-07T06:36:09Z
dc.date.available2026-07-07T06:36:09Z
dc.descriptionWe study optimal approximation of stochastic processes by polynomial splines with free knots. The number of free knots is either a priori fixed or may depend on the particular trajectory. For the $s$-fold integrated Wiener process as well as for scalar diffusion processes we determine the asymptotic behavior of the average $L_p$-distance to the splines spaces, as the (expected) number $k$ of free knots tends to infinity.
dc.description23 pages
dc.identifierhttps://arxiv.org/abs/math/0612313
dc.identifierhttp://arxiv.org/abs/math/0612313
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/99995
dc.subjectProbability
dc.subject65C30, 60G99 (Primary) 41A15 (Secondary)
dc.titleFree-Knot Spline Approximation of Stochastic Processes
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