On the convergence to the multiple Wiener-Itô integral (Q1017650): Difference between revisions
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| Property / arXiv ID: 0712.3837 / rank | |||
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| Property / cites work: Weak convergence of the variations, iterated integrals and Doléans-Dade exponentials of sequences of semimartingales / rank | |||
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| Property / cites work: Weak convergence to the multiple Stratonovich integral. / rank | |||
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| Property / cites work: Q5560061 / rank | |||
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| Property / cites work: Multiple Wiener integral / rank | |||
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| Property / cites work: A stochastic model related to the telegrapher's equation / rank | |||
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| Property / cites work: Stratonovich integral and trace / rank | |||
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| Property / cites work: Lectures on topics in stochastic differential equations / rank | |||
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Latest revision as of 13:12, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the convergence to the multiple Wiener-Itô integral |
scientific article |
Statements
On the convergence to the multiple Wiener-Itô integral (English)
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12 May 2009
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multiple Wiener-Itô integrals
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weak convergence
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Donsker theorem
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