Approximating multiple itô integrals with "band limited" processes (Q3681667): Difference between revisions
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Revision as of 08:52, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximating multiple itô integrals with "band limited" processes |
scientific article |
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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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