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Original Articles

On the simulation of expectations of random variables depending on a stopping time

Pages 133-153 | Published online: 03 Apr 2007

References

  • Alaya M. B. Thèse de I'école Nationale des Ponts et Chaussées 1992
  • Berger , E. 1990 . An almost sure invariance principle for stationary sequences of Banach space valued random variables . Probab. th. rei. Fields , 84 : 161 – 201 .
  • Bouleau , N. 1990 . “ On effective computation of expectations in large or infinite dimension ” . In Journal of Computational and Applied Mathemaics , Vol. 31 , 23 – 34 . North-Holland .
  • Gél , I.S. and Kokslna , J.F. 1950 . Sur I’ordre de grandeur des fonctions sommables . Indigationes Math. , 12 : 192 – 207 .
  • Krengel , U. 1985 . “ de Gruyter Studies in Mathematics ” . In Ergodic Theorems Berlin, New York
  • Neveu , J. 1972 . Martingales à temps disctet , Paris : Masson .

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