An Approximation of the Ito and Stratonovich Stochastic Integrals by Elements of a Direct Product of Algebras of Generalized Random Processes

DOI10.1137/S0040585X97975708MaRDI QIDQ4384403zbMATH OpenFDO

Authors N. V. Lazakovich, S. P. Stashulenok

Publication date 22 November 1998

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

Stratonovich integralgeneralized stochastic processesItô integral

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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