Weak approximations for Wiener functionals

DOI10.1214/12-AAP883zbMath1284.60133arXiv0909.1823MaRDI QIDQ363864

Dorival Leão, Alberto Ohashi

Publication date: 5 September 2013

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0909.1823

zbMATH Keywords

weak convergenceoptimal stoppinghedgingClark-Ocone formula

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

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