Almost sure convergence of stochastic taylor expansions for functions of real-valued two-parameter continuous brownian semimartingales (Q4395793)

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scientific article; zbMATH DE number 1164289
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Almost sure convergence of stochastic taylor expansions for functions of real-valued two-parameter continuous brownian semimartingales
scientific article; zbMATH DE number 1164289

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    Almost sure convergence of stochastic taylor expansions for functions of real-valued two-parameter continuous brownian semimartingales (English)
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    14 March 1999
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    uniform mean-square estimate
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    multiple stochastic integrals
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    mean-square convergence
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    Brownian semimartingales
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