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On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals

  • Bardina, Xavier [2] ; Rovira, Carles [1]
    1. [1] Universitat de Barcelona

      Universitat de Barcelona

      Barcelona, España

    2. [2] Universitat Aut`onoma de Barcelona. Departament de Matemàtiques
  • Localización: Publicacions matematiques, ISSN 0214-1493, Vol. 65, Nº 2, 2021, págs. 859-876
  • Idioma: inglés
  • DOI: 10.5565/publmat6522114
  • Enlaces
  • Referencias bibliográficas
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    • D. F. Kuznetsov, “Approximation of Multiple Ito and Stratonovich Stochastic Integrals: Multiple Fourier Series Approach”, Lambert Academic...
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    • E. Wong and M. Zakai, On the convergence of ordinary integrals to stochastic integrals, Ann. Math. Statist. 36(5) (1965), 1560–1564. DOI:...

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