Weak convergence to the multiple Stratonovich integral.

DOI10.1016/S0304-4149(00)00045-4zbMATH Open1047.60048MaRDI QIDQ1879495FDOQ1879495

Authors: Xavier Bardina, Maria Jolis 

Publication date: 22 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

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• scientific article; zbMATH DE number 24041

zbMATH Keywords

multimeasureDonsker approximationsmultiple Stratonovich integral

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integrals (60H05)

Cites Work

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• Stratonovich integral and trace
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• Lectures on topics in stochastic differential equations
• Weak convergence of the variations, iterated integrals and Doléans-Dade exponentials of sequences of semimartingales
• Multiple Wiener-Ito integrals possessing a continuous extension
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Cited In (16)

• On Double Stratonovich Fractional Integrals and Some Strong and Weak Approximations
• A new approach to the series expansion of iterated Stratonovich stochastic integrals with respect to components of a multidimensional Wiener process. The case of arbitrary complete orthonormal systems in Hilbert space
• Approximation solution of nonlinear Stratonovich Volterra integral equations by applying modification of hat functions
• Solving system of linear Stratonovich Volterra integral equations via modification of hat functions
• On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals
• Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs
• On the convergence to the multiple Wiener-Itô integral
• Continuity with respect to the Hurst parameter of the laws of the multiple fractional integrals
• Convergence in law to the multiple fractional integral.
• A strong approximation for double subfractional integrals
• Weak convergence to a class of multiple stochastic integrals
• Approximation of the finite dimensional distributions of multiple fractional integrals
• Convergence to SPDEs in Stratonovich form
• On the convergence to the multiple subfractional Wiener-Itō integral
• \(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes.
• Title not available (Why is that?)

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