Convergence at first and second order of some approximations of stochastic integrals (Q3086802)
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scientific article; zbMATH DE number 5872279
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| English | Convergence at first and second order of some approximations of stochastic integrals |
scientific article; zbMATH DE number 5872279 |
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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0.7775440216064453
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0.7672424912452698
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