Approximation of Multiple Stratonovich Fractional Integrals (Q3592747)
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scientific article; zbMATH DE number 5194567
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| English | 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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0.90672367811203
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0.8841070532798767
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0.8748900890350342
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0.8616027235984802
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