A Wong–Zakai type approximation for two-parameter processes1 (Q3146477)
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scientific article; zbMATH DE number 1799779
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| English | A Wong–Zakai type approximation for two-parameter processes1 |
scientific article; zbMATH DE number 1799779 |
Statements
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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0.89846194
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0.89489484
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0.88716274
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0.8869572
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0.88448584
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