Weak convergence to the multiple Stratonovich integral.

DOI10.1016/S0304-4149(00)00045-4MaRDI QIDQ1879495zbMATH OpenFDO

Authors Xavier Bardina, Maria Jolis

Publication date 22 September 2004

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

zbMATH Keywords

multimeasureDonsker approximationsmultiple Stratonovich integral

Mathematics Subject Classification ID

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

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Cites work

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• Lectures on topics in stochastic differential equations
• Multiple Wiener-Ito integrals possessing a continuous extension
• Stratonovich integral and trace
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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.
• scientific article; zbMATH DE number 4013672 (Why is no real title available?)

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