Convergence of Riemann sums for stochastic integrals

DOI10.1007/BF00535740zbMath0443.60048OpenAlexW88360267MaRDI QIDQ3886593

Peter Sjögren

Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00535740

zbMATH Keywords

Riemann sums for stochastic integrals

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (1)

Riemann sums for stochastic integrals and L p moduli of continuity

Cites Work

• On the Convergence of Ordinary Integrals to Stochastic Integrals
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