Paper detail

Optimal replication of random vectors by ordinary integrals

We consider a problem of replication of random vectors by ordinary integrals in the setting when a underlying random variable is generated by a Wiener process. The goal is to find an optimal adapted process such that its cumulative integral at a fixed terminal time matches this variable. The optimal process has to be minimal in an integral norm.

preprint2012arXivOpen access
0citations
0reviews
0saves
Nocode
Nodataset
0institutions

Next steps

Decide what to do with this paper

Use like or dislike for the fast social read. The more specific scholarly feedback stays available below when needed.

Log in to curate

Reading frame

Keep the important context close to the paper

Keep the important signals around this paper in one place: votes, save state, collection context, reviews and the metadata you need before deciding what to do next.

Institutions

Add specific reaction

Move through the context

Research map

Open full explorer

Move through nearby people, institutions, topics and adjacent work without leaving the paper page.

Building this graph slice

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Structured reviews

0 review(s)

ContributeLeave structured feedbackUse the review template when you have a concrete strength, concern or method question.Open review form

No structured reviews yet. High-signal critique starts here.

Work discussion

0 comment(s)

DiscussAdd a high-signal commentKeep quick notes, caveats and replication pointers separate from formal reviews.Open comment form

No discussion yet. The first strong comment sets the tone.