\(D_\infty\)-approximation of quadratic variations of smooth Itô processes

zbMath0910.60042MaRDI QIDQ1266284

Zhi Yuan Huang, Jiangang Ren

Publication date: 6 April 1999

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

zbMATH Keywords

Sobolev spacesquadratic variations\(D_\infty\)-approximationsmooth Itô processes

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic calculus of variations and the Malliavin calculus (60H07)

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