Optimal approximation of Skorohod integrals

DOI10.1007/s10959-016-0716-2zbMath1391.60126arXiv1609.09282OpenAlexW2526429171MaRDI QIDQ1745263

Andreas Neuenkirch, Peter Parczewski

Publication date: 20 April 2018

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.09282

zbMATH Keywords

Wick productoptimal approximation\(S\)-transformSkorohod integral

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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