Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes (Q449231): Difference between revisions

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Latest revision as of 16:56, 5 July 2024

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Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes
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    Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes (English)
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    12 September 2012
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    Itō formula
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    Skorohod integral
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    Malliavin calculus
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    fractional Brownian motion
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