Limit distributions for the error in approximations of stochastic integrals (Q1137320)

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scientific article; zbMATH DE number 3667734
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Limit distributions for the error in approximations of stochastic integrals
scientific article; zbMATH DE number 3667734

    Statements

    Limit distributions for the error in approximations of stochastic integrals (English)
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    1980
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    approximations of stochastic integrals
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    stability in the sense of Renyi
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    fluctuations of approximation error
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