Mollifier approximation of Brownian motion in stochastic integral

DOI10.1007/BF00970827zbMath0725.60052OpenAlexW2109204867MaRDI QIDQ2277663

B. Žibaitis

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1007/bf00970827

zbMATH Keywords

stochastic integralmollifier approximation

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cites Work

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• On polygonal approximation of brownian motion in stochastic integral
• 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

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