Symmetric stochastic integrals and their approximations

DOI10.1080/17442508208833232zbMath0504.60062OpenAlexW2005078552MaRDI QIDQ4741511

Vigirdas Mackevičius

Publication date: 1982

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508208833232

zbMATH Keywords

nuclear operatorHilbert-Schmidt operatorsymmetric stochastic integral

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (5)

Gaussian approximations of Brownian motion in a stochastic integral ⋮ Wong-Zakai approximations for stochastic differential equations ⋮ Wong-Zakai approximations for stochastic differential equations with path-dependent coefficients ⋮ On polygonal approximation of brownian motion in stochastic integral ⋮ Mollifier approximation of Brownian motion in stochastic integral

Cites Work

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• Stochastic differentials
• A class of approximations of Brownian motion
• On the Convergence of Ordinary Integrals to Stochastic Integrals
• The Representation of Functionals of Brownian Motion by Stochastic Integrals
• On the Approximation of Ito Integrals Using Band-Limited Processes

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