Approximating multiple itô integrals with "band limited" processes (Q3681667): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/17442508408833334 / rank
 
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Property / OpenAlex ID: W1978326559 / rank
 
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Latest revision as of 17:57, 14 June 2024

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Approximating multiple itô integrals with "band limited" processes
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    Approximating multiple itô integrals with "band limited" processes (English)
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    1985
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    convergence properties
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    strongly mixing
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    Skorokhod space
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    likelihood ratio
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    multiple integrals
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