On the convergence to the multiple Wiener-Itô integral
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Publication:1017650
DOI10.1016/j.bulsci.2008.09.002zbMath1163.60022arXiv0712.3837OpenAlexW2028408565MaRDI QIDQ1017650
Xavier Bardina, Ciprian A. Tudor, Maria Jolis
Publication date: 12 May 2009
Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0712.3837
Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Convergence of probability measures (60B10)
Related Items (4)
Averaging principle for multiscale nonautonomous random 2D Navier-Stokes system ⋮ On the convergence to the multiple subfractional Wiener-Itō integral ⋮ Approximation of the finite dimensional distributions of multiple fractional integrals ⋮ Approximations of a complex Brownian motion by processes constructed from a Lévy process
Cites Work
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- Lectures on topics in stochastic differential equations
- Weak convergence of the variations, iterated integrals and Doléans-Dade exponentials of sequences of semimartingales
- A stochastic model related to the telegrapher's equation
- Weak convergence to the multiple Stratonovich integral.
- Multiple Wiener integral
- Stratonovich integral and trace
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