Gaussian approximations of Brownian motion in a stochastic integral
type: Item
instance of: scholarly article
title: Gaussian approximations of Brownian motion in a stochastic integral
zbMATH Open document ID: 0827.60037
DOI: 10.1007/BF00995993
author: B. Žibaitis
author: Vigirdas Mackevičius
published in: Lithuanian Mathematical Journal
publication date: 1995-09-18T00:00:00Z
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 794506
zbMATH Keywords: finite variation processes
zbMATH Keywords: Brownian motion
zbMATH Keywords: polygonal and mollifier approximations
zbMATH Keywords: Fisk-Stratonovich integral
MaRDI profile type: Publication
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cites work: Symmetric stochastic integrals and their approximations
cites work: On polygonal approximation of brownian motion in stochastic integral
cites work: On the Convergence of Ordinary Integrals to Stochastic Integrals
cites work: Riemann-Stieltjes approximations of stochastic integrals
description: scientific article; zbMATH DE number 794506