A Wong–Zakai Type Approximation for Multiple Wiener–Stratonovich Integrals

DOI10.1081/SAP-200026460zbMath1056.60051MaRDI QIDQ3158178

Yoon Tae Kim, Jong Woo Jeon, Kyuseok Lee

Publication date: 20 January 2005

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (4)

Weak approximation of a fractional SDE ⋮ Approximation of Multiple Stratonovich Fractional Integrals ⋮ Multiple sub-fractional integrals and some approximations ⋮ On Double Stratonovich Fractional Integrals and Some Strong and Weak Approximations

Cites Work

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• On the relation between ordinary and stochastic differential equations
• Multiple Wiener integral
• A Wong–Zakai type approximation for two-parameter processes1
• Stratonovich integral and trace
• An extension of the Wong-Zakai theorem for stochastic evolution equations in Hilbert spaces
• An approximation theorem of wong-zakai type for nonlinear stochastic partial differential equations
• On the Convergence of Ordinary Integrals to Stochastic Integrals

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