Approximation of Second-Order Moment Processes from Local Averages

Zhanjie Song, Ping Wang, Weisong Xie
2009 Journal of Inequalities and Applications  
We use local averages to approximate processes that have finite second-order moments and are continuous in quadratic mean. We also provide some insight and generalization of the connection between Bernstein polynomials and Brownian motion, which was investigated by Kowalski in 2006.
doi:10.1155/2009/154632 fatcat:7g4iue4syrbzfhkgf6obcqlrbe