Convergence at First and Second Order of Some Approximations of Stochastic Integrals (Q3086802)
From MaRDI portal
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)
0 references
30 March 2011
0 references
stochastic integration
0 references
regularization
0 references
quadratic variation
0 references
first and second order convergence
0 references
stochastic Fubini theorem
0 references
