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Volumn 90, Issue 2, 2000, Pages 277-300

Weak convergence to the multiple Stratonovich integral

Author keywords

Donsker approximations; Multimeasure; Multiple stratonovich integral; Weak convergence

Indexed keywords


EID: 0013205599     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(00)00045-4     Document Type: Article
Times cited : (21)

References (12)
  • 1
    • 0001266369 scopus 로고
    • Weak convergence of the variations, iterated integrals and Doléans-Dade exponentials of sequences of semimartingales
    • Avram, F., 1988. Weak convergence of the variations, iterated integrals and Doléans-Dade exponentials of sequences of semimartingales. Ann. Probab. 16 (1), 246-250.
    • (1988) Ann. Probab. , vol.16 , Issue.1 , pp. 246-250
    • Avram, F.1
  • 4
    • 85037468840 scopus 로고
    • A Fubini theorem for generalized Stratonovich integrals
    • Seminar on Stochastic Analysis, Random Fields and Applications, Ascona, 1993, Birkhauser, Basel
    • Delgado, R., Sanz-Solé, M., 1995. A Fubini theorem for generalized Stratonovich integrals. Seminar on Stochastic Analysis, Random Fields and Applications, Ascona, 1993, Progress in Probability, Vol. 36. Birkhauser, Basel, pp. 99-110.
    • (1995) Progress in Probability , vol.36 , pp. 99-110
    • Delgado, R.1    Sanz-Solé, M.2
  • 5
    • 0004131235 scopus 로고    scopus 로고
    • AMS, Chelsea Publishing Company, New York (reprint of the 1959 translation)
    • Gantmacher, F.R., 1998. The Theory of Matrices, Vol 1. AMS, Chelsea Publishing Company, New York (reprint of the 1959 translation).
    • (1998) The Theory of Matrices , vol.1
    • Gantmacher, F.R.1
  • 7
    • 0003294848 scopus 로고
    • Brownian Motion and Stochastic Calculus
    • Springer, Berlin
    • Karatzas, I., Shreve, S.E., 1988. Brownian Motion and Stochastic Calculus, Graduate Texts in Mathematics, Vol. 113. Springer, Berlin.
    • (1988) Graduate Texts in Mathematics , vol.113
    • Karatzas, I.1    Shreve, S.E.2
  • 8
    • 0009220140 scopus 로고
    • Wong-Zakai corrections, random evolutions, and simulation schemes for SDEs
    • Academic Press, Boston
    • Kurtz, T.G., Protter, P., 1991. Wong-Zakai corrections, random evolutions, and simulation schemes for SDEs. Stochastic Analysis. Academic Press, Boston, pp. 331-346.
    • (1991) Stochastic Analysis , pp. 331-346
    • Kurtz, T.G.1    Protter, P.2
  • 10
    • 0038811754 scopus 로고
    • Multiple Wiener-Itô integrals possessing a continuous extension
    • Nualart, D., Zakai, M., 1990. Multiple Wiener-Itô integrals possessing a continuous extension. Probab. Theory Related Fields 85, 131-145.
    • (1990) Probab. Theory Related Fields , vol.85 , pp. 131-145
    • Nualart, D.1    Zakai, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.