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

@@ Property / cites work @@
+On the Approximation of Ito Integrals Using Band-Limited Processes
+Normal rank
@@ Property / cites work @@
+Q3909518
@@ Property / cites work: Q3909518 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple Integral Expansions for Nonlinear Filtering
+Normal rank
@@ Property / cites work @@
+Asymptotic theory of mixing stochastic ordinary differential equations
+Normal rank
@@ Property / cites work @@
+Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal Control
+Normal rank
@@ Property / cites work @@
+Semigroups of conditioned shifts and approximation of Markov processes
+Normal rank
@@ Property / cites work @@
+A martingale method for the convergence of a sequence of processes to a jump-diffusion process
+Normal rank
@@ Property / cites work @@
+Jump-Diffusion Approximations for Ordinary Differential Equations with Wide-Band Random Right Hand Sides
+Normal rank
@@ Property / cites work @@
+Q3344923
@@ Property / cites work: Q3344923 / rank @@
+Normal rank