Convergence at First and Second Order of Some Approximations of Stochastic Integrals (Q3086802)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence at First and Second Order of Some Approximations of Stochastic Integrals |
scientific article |
Statements
Convergence at First and Second Order of Some Approximations of Stochastic Integrals (English)
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30 March 2011
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stochastic integration
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regularization
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quadratic variation
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first and second order convergence
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stochastic Fubini theorem
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