On polygonal approximation of brownian motion in stochastic integral
type: Item
instance of: scholarly article
title: On polygonal approximation of brownian motion in stochastic integral
zbMATH Open document ID: 0549.60073
DOI: 10.1080/17442508408833316
published in: Stochastics
publication date: 1984-01-01T00:00:00Z
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 3876348
zbMATH Keywords: Stratonovich stochastic integral
zbMATH Keywords: polygonal approximation
author: Vigirdas Mackevičius
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1080/17442508408833316
OpenAlex ID: W2068766169
cites work: On the Approximation of Ito Integrals Using Band-Limited Processes
cites work: A class of approximations of Brownian motion
cites work: Symmetric stochastic integrals and their approximations
cites work: On the Convergence of Ordinary Integrals to Stochastic Integrals
cites work: Riemann-Stieltjes approximations of stochastic integrals
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description: scientific article; zbMATH DE number 3876348