Approximation of Multiple Stratonovich Fractional Integrals (Q3592747)

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scientific article; zbMATH DE number 5194567
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    Approximation of Multiple Stratonovich Fractional Integrals
    scientific article; zbMATH DE number 5194567

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      Approximation of Multiple Stratonovich Fractional Integrals (English)
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      21 September 2007
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      fractional Brownian motion
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      Mollifier approximation
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      multiple Stratonovich integral
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      multiple Wiener-Itô integral
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      Wong-Zakai approximation
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