Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes (Q449231)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes |
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Statements
Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes (English)
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12 September 2012
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Itō formula
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Skorohod integral
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Malliavin calculus
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fractional Brownian motion
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