Gaussian approximations of Brownian motion in a stochastic integral (Q1897893): Difference between revisions
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| Property / cites work: The Representation of Functionals of Brownian Motion by Stochastic Integrals / rank | |||
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| Property / cites work: Q5526485 / rank | |||
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| Property / cites work: ON THE QUESTION OF ABSOLUTE CONTINUITY AND SINGULARITY OF PROBABILITY MEASURES / rank | |||
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| Property / cites work: Symmetric stochastic integrals and their approximations / rank | |||
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| Property / cites work: On polygonal approximation of brownian motion in stochastic integral / rank | |||
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| Property / cites work: On the Convergence of Ordinary Integrals to Stochastic Integrals / rank | |||
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| Property / cites work: Riemann-Stieltjes approximations of stochastic integrals / rank | |||
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Latest revision as of 17:12, 23 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian approximations of Brownian motion in a stochastic integral |
scientific article |
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Gaussian approximations of Brownian motion in a stochastic integral (English)
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18 September 1995
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finite variation processes
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Brownian motion
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polygonal and mollifier approximations
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Fisk-Stratonovich integral
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