A Wong–Zakai type approximation for two-parameter processes1 (Q3146477)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Wong–Zakai type approximation for two-parameter processes1 |
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A Wong–Zakai type approximation for two-parameter processes1 (English)
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1 January 2003
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stochastic differential equation
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ordinary differential equation
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two-parameter piecewise linear approximation
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inequalities
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approximation of a two-parameter Wiener process
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stochastic integral
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Stratonovich integral
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two-parameter Burkholder's inequality
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