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

DOI10.1137/S0040585X97975708zbMATH Open0906.60041MaRDI QIDQ4384403FDOQ4384403

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

Publication date: 22 November 1998

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

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zbMATH Keywords

Stratonovich integralgeneralized stochastic processesItô integral

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cited In (9)

• Approximation of stochastic \(\alpha\)-integrals in the generalized random processes algebra
• Uniform approximation for families of stochastic integrals
• An approximation of stochastic \(\alpha\)-integrals in the generalized random processes algebra
• Mean value theorems for stochastic integrals
• Title not available (Why is that?)
• On the complexity of stochastic integration
• Riemann integration on complex brownian paths
• Some approximations of stochastic \(\theta\)-integrals
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