On the Approximation of Multiple Stratonovich Integrals

Y. Z. Hu and P. A. Meyer
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Y. Z. Hu: Academia Sinica, Institute of Math. Research
P. A. Meyer: Université Louis Pasteur, Institut de Recherche Mathématique Avancée

A chapter in Stochastic Processes, 1993, pp 141-147 from Springer

Abstract: Abstract We present in an unified way the results of several recent papers on the definition of multiple Stratonovich integrals.

Keywords: Elementary Function; Symmetric Function; Wiener Space; Stratonovich Integral; Multiple Wiener Integral (search for similar items in EconPapers)
Date: 1993
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4615-7909-0_17

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DOI: 10.1007/978-1-4615-7909-0_17

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