Gaussian approximations of Brownian motion in a stochastic integral
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Publication:1897893
DOI10.1007/BF00995993zbMath0827.60037MaRDI QIDQ1897893
B. Žibaitis, Vigirdas Mackevičius
Publication date: 18 September 1995
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Brownian motion; finite variation processes; Fisk-Stratonovich integral; polygonal and mollifier approximations
60G15: Gaussian processes
60F15: Strong limit theorems
60J65: Brownian motion
60H05: Stochastic integrals
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Cites Work
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- On polygonal approximation of brownian motion in stochastic integral
- ON THE QUESTION OF ABSOLUTE CONTINUITY AND SINGULARITY OF PROBABILITY MEASURES
- Symmetric stochastic integrals and their approximations
- On the Convergence of Ordinary Integrals to Stochastic Integrals
- Riemann-Stieltjes approximations of stochastic integrals
- The Representation of Functionals of Brownian Motion by Stochastic Integrals