A Wong-Zakai approximation for double Stratonovich integrals with respect to the fractional Brownian motion
From MaRDI portal
Publication:3370161
zbMATH Open1086.60031MaRDI QIDQ3370161FDOQ3370161
Authors: Maria Tudor 
Publication date: 12 April 2006
Recommendations
- Approximation of Multiple Stratonovich Fractional Integrals
- On Double Stratonovich Fractional Integrals and Some Strong and Weak Approximations
- A strong approximation for double subfractional integrals
- A Wong–Zakai Type Approximation for Multiple Wiener–Stratonovich Integrals
- On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals
Cited In (7)
- Some linear-quadratic stochastic differential games for equations in Hilbert spaces with fractional Brownian motions
- On Double Stratonovich Fractional Integrals and Some Strong and Weak Approximations
- On Stratonovich fractional integrals and mollifier approximation
- Wong-Zakai type approximations for stochastic differential equations driven by a fractional Brownian motion
- Approximation of Multiple Stratonovich Fractional Integrals
- On the equivalence of multiparameter Gaussian processes
- A Wong–Zakai Type Approximation for Multiple Wiener–Stratonovich Integrals
This page was built for publication: A Wong-Zakai approximation for double Stratonovich integrals with respect to the fractional Brownian motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3370161)
