Approximation of Multiple Stratonovich Fractional Integrals

DOI10.1080/07362990701419979zbMath1123.60036OpenAlexW2047960259MaRDI QIDQ3592747

Constantin Tudor, Maria Tudor

Publication date: 21 September 2007

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

Full work available at URL: https://doi.org/10.1080/07362990701419979

zbMATH Keywords

fractional Brownian motionWong-Zakai approximationmultiple Wiener-Itô integralmultiple Stratonovich integralMollifier approximation

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (3)

A strong approximation for double subfractional 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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• Stratonovich integral and trace
• Stochastic Calculus for Fractional Brownian Motion I. Theory
• On the Convergence of Ordinary Integrals to Stochastic Integrals

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