Mollifier approximation of Brownian motion in stochastic integral (Q2277663)

The convergence of \(\int^{1}_{0}X_ tdB_ t^{\delta}\) as \(\delta\to 0\) is considered \((B^{\delta}\), \(\delta >0\), is a mollifier approximation of Brownian motion). It is proved that in so-called ``good'' cases, for example, when the function \(\phi\) (which is used in the construction of the convolution) is the even one, one gets the limit as symmetric (Stratonovich) stochastic integral \(\int^{1}_{0}X_ t\circ dB_ t\).