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Une remarque sur l'approximation de l'integrale stochastique du type noncausal par une suite des integrales de Stieltjes

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Publication:801400
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DOI10.2748/tmj/1178228902zbMath0551.60058OpenAlexW1981674971MaRDI QIDQ801400

Shigeyoshi Ogawa

Publication date: 1984

Published in: Tôhoku Mathematical Journal. Second Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2748/tmj/1178228902

zbMATH Keywords

approximationStieltjes integrals


Mathematics Subject Classification ID

Stochastic integrals (60H05)


Related Items

Forward, backward and symmetric stochastic integration, Generalized stochastic integrals and the Malliavin calculus, On stochastic integration by series of Wiener integrals, On the Ogawa integrability of noncausal Wiener functionals, BPE and a noncausal Girsanov's theorem, On a stochastic Fourier transformation, A Lagrangian scheme for numerical evaluation of the noncausal stochastic integral, The stochastic integral of noncausal type as an extension of the symmetric integrals, On the identification of noncausal Wiener functionals from the stochastic Fourier coefficients



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