Approximation of Multiple Stratonovich Fractional Integrals (Q3592747)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Approximation of Multiple Stratonovich Fractional Integrals |
scientific article |
Statements
Approximation of Multiple Stratonovich Fractional Integrals (English)
0 references
21 September 2007
0 references
fractional Brownian motion
0 references
Mollifier approximation
0 references
multiple Stratonovich integral
0 references
multiple Wiener-Itô integral
0 references
Wong-Zakai approximation
0 references
0 references
0 references