Gaussian approximations of Brownian motion in a stochastic integral

DOI10.1007/BF00995993zbMath0827.60037MaRDI QIDQ1897893

B. Žibaitis, Vigirdas Mackevičius

Publication date: 18 September 1995

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Brownian motionfinite variation processesFisk-Stratonovich integralpolygonal and mollifier approximations

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Brownian motion (60J65) Stochastic integrals (60H05)

Related Items (4)

Wong-Zakai approximations for stochastic differential equations ⋮ Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation ⋮ Unnamed Item ⋮ Unnamed Item

Cites Work

• Unnamed Item
• On polygonal approximation of brownian motion in stochastic integral
• ON THE QUESTION OF ABSOLUTE CONTINUITY AND SINGULARITY OF PROBABILITY MEASURES
• Symmetric stochastic integrals and their approximations
• On the Convergence of Ordinary Integrals to Stochastic Integrals
• Riemann-Stieltjes approximations of stochastic integrals
• The Representation of Functionals of Brownian Motion by Stochastic Integrals

This page was built for publication: Gaussian approximations of Brownian motion in a stochastic integral