QUANTITATIVE RESULTS ON MONOTONE APPROXIMATION OF
STOCHASTIC PROCESSES
Abstract: The rate of convergence of monotone approximation procedures for
stochastic processes is studied. Several applications are discussed: discretizing time series,
constructing solutions of linear stochastic differential equations and simulating distributions
of continuous functionals.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -