On polygonal approximation of brownian motion in stochastic integral

DOI10.1080/17442508408833316zbMath0549.60073OpenAlexW2068766169MaRDI QIDQ3341625

Vigirdas Mackevičius

Publication date: 1984

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508408833316

zbMATH Keywords

polygonal approximationStratonovich stochastic integral

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05)

Related Items (4)

Almost sure approximation of Wong-Zakai type for stochastic partial differential equations ⋮ Gaussian approximations of Brownian motion in a stochastic integral ⋮ Wong-Zakai approximations for stochastic differential equations ⋮ Mollifier approximation of Brownian motion in stochastic integral

Cites Work

• A class of approximations of Brownian motion
• Symmetric stochastic integrals and their approximations
• On the Convergence of Ordinary Integrals to Stochastic Integrals
• Riemann-Stieltjes approximations of stochastic integrals
• On the Approximation of Ito Integrals Using Band-Limited Processes

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