A Wong–Zakai Type Approximation for Multiple Wiener–Stratonovich Integrals
From MaRDI portal
Publication:3158178
DOI10.1081/SAP-200026460zbMATH Open1056.60051MaRDI QIDQ3158178FDOQ3158178
Authors: Jong Woo Jeon, Kyuseok Lee, Yoon Tae Kim 
Publication date: 20 January 2005
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Recommendations
- A Wong-Zakai approximation for double Stratonovich integrals with respect to the fractional Brownian motion
- scientific article; zbMATH DE number 431861
- Approximations to the solution of the zakai equation using multiple wiener and stratonovich integral expansions
- Approximation of Multiple Stratonovich Fractional Integrals
- scientific article; zbMATH DE number 1284029
- Approximation of Wiener integrals
- Multiple Wiener-Itô integrals. With applications to limit theorems
- scientific article; zbMATH DE number 202506
- scientific article; zbMATH DE number 898374
Cites Work
- Title not available (Why is that?)
- Stratonovich integral and trace
- On the Convergence of Ordinary Integrals to Stochastic Integrals
- On the relation between ordinary and stochastic differential equations
- Multiple Wiener integral
- An approximation theorem of wong-zakai type for nonlinear stochastic partial differential equations
- A Wong–Zakai type approximation for two-parameter processes1
- An extension of the Wong-Zakai theorem for stochastic evolution equations in Hilbert spaces
Cited In (9)
- On Double Stratonovich Fractional Integrals and Some Strong and Weak Approximations
- Multiple sub-fractional integrals and some approximations
- On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals
- A Wong-Zakai approximation for double Stratonovich integrals with respect to the fractional Brownian motion
- Empirical limit theorems for Wiener chaos
- Weak approximation of a fractional SDE
- An Itô formula for a family of stochastic integrals and related Wong-Zakai theorems
- Approximation of Multiple Stratonovich Fractional Integrals
- A multiple integral evaluation inspired by the multi-WZ method
This page was built for publication: A Wong–Zakai Type Approximation for Multiple Wiener–Stratonovich Integrals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3158178)
