On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals

DOI10.5565/PUBLMAT6522114WikidataQ114014608 ScholiaQ114014608MaRDI QIDQ2232026

Xavier Bardina, Carles Rovira

Publication date: 1 October 2021

Published in: Publicacions Matemàtiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.06266

zbMATH Keywords

strong convergencemultiple Stratonovich integraluniform transport process

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15)

Related Items (2)

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Cites Work

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• Relations between multiple ito and stratonovich integrals
• On the Convergence of Ordinary Integrals to Stochastic Integrals
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