Some approximations of stochastic \(\theta\)-integrals

DOI10.1007/BF02469284zbMath0960.60050MaRDI QIDQ1568069

N. V. Lazakovich, S. P. Stashulenok, Aleh Leonidovich Yablonski

Publication date: 13 May 2001

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cites Work

• An Approximation of the Ito and Stratonovich Stochastic Integrals by Elements of a Direct Product of Algebras of Generalized Random Processes
• On the Convergence of Ordinary Integrals to Stochastic Integrals
• On a Riemann definition of the stochastic integral, I
• On a Riemann definition of the stochastic integral, II
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