On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals
From MaRDI portal
Publication:2232026
DOI10.5565/PUBLMAT6522114WikidataQ114014608 ScholiaQ114014608MaRDI QIDQ2232026FDOQ2232026
Authors: Xavier Bardina, Carles Rovira 
Publication date: 1 October 2021
Published in: Publicacions Matemàtiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.06266
Recommendations
- Approximation of Multiple Stratonovich Fractional Integrals
- A Wong–Zakai Type Approximation for Multiple Wiener–Stratonovich Integrals
- scientific article; zbMATH DE number 431861
- On Stratonovich fractional integrals and mollifier approximation
- Strong approximation of multiple Itô and Stratonovich stochastic integrals: multiple Fourier series approach
Cites Work
- Weak convergence to the multiple Stratonovich integral.
- On the Convergence of Ordinary Integrals to Stochastic Integrals
- Rate of convergence of transport processes with an application to stochastic differential equations
- Rate of convergence of uniform transport processes to brownian motion and application to stochastic integrals
- A strong convergence to the Rosenblatt process
- Almost Sure Convergence of Uniform Transport Processes to Brownian Motion
- A strong uniform approximation of fractional Brownian motion by means of transport processes
- Strong approximation of diffusion processes by transport processes
- Approximations of fractional stochastic differential equations by means of transport processes
- A strong approximation of subfractional Brownian motion by means of transport processes
- The complex Brownian motion as a strong limit of processes constructed from a Poisson process
- Analysis on Gaussian spaces
- Relations between multiple ito and stratonovich integrals
- Strong approximations of Brownian sheet by uniform transport processes
- Title not available (Why is that?)
Cited In (9)
- 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
- 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
- A Wong-Zakai approximation for double Stratonovich integrals with respect to the fractional Brownian motion
- On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals
- Title not available (Why is that?)
- Weak convergence to the multiple Stratonovich integral.
- 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
- Stratonovich integral and trace
- Title not available (Why is that?)
This page was built for publication: On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2232026)
