From discrete to continuous stochastic calculus
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Publication:4890046
DOI10.1080/17442509508833970zbMath0864.60039OpenAlexW1991900707MaRDI QIDQ4890046
Nigel J. Cutland, P. Ekkehard Kopp, Walter Willinger
Publication date: 3 June 1997
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509508833970
invariance principlesstochastic calculusWiener spacemartingale representationdiscretization schemes\(D^ 2\)-convergence
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