Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 1996, Volume 41, Issue 4, Pages 785–809
DOI: https://doi.org/10.4213/tvp3202 (Mi tvp3202) 		 
This article is cited in 4 scientific papers (total in 4 papers)

An approximation of the Ito and Stratonovich stochastic integrals by elements of a direct product of algebras of generalized random processes

N. V. Lazakovich, S. P. Stashulenok

Belarusian State University, Faculty of Mathematics and Mechanics
Full-text PDF (922 kB) Citations (4)
DOI: https://doi.org/10.4213/tvp3202
Abstract: The paper investigates a problem of approximation of multidimensional Ito and Stratonovich stochastic integrals by finite sums of elements of a direct product of algebras of generalized random processes.
Keywords: standard process of Brownian motion, Ito stochastic integral, Stratonovich stochastic integral, generalized random processes, direct product of algebras of generalized random processes, generalized Ito differential, generalized Stratonovich differential.
Received: 03.07.1995
English version:
Theory of Probability and its Applications, 1997, Volume 41, Issue 4, Pages 695–715
DOI: https://doi.org/10.1137/S0040585X97975708
Bibliographic databases:
Language: Russian
Citation: N. V. Lazakovich, S. P. Stashulenok, “An approximation of the Ito and Stratonovich stochastic integrals by elements of a direct product of algebras of generalized random processes”, Teor. Veroyatnost. i Primenen., 41:4 (1996), 785–809; Theory Probab. Appl., 41:4 (1997), 695–715
Citation in format AMSBIB
\Bibitem{LazSta96}
\by N.~V.~Lazakovich, S.~P.~Stashulenok
\paper An approximation of the Ito and Stratonovich stochastic integrals by elements of a~direct product of algebras of generalized random processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1996
\vol 41
\issue 4
\pages 785--809
\mathnet{http://mi.mathnet.ru/tvp3202}
\crossref{https://doi.org/10.4213/tvp3202}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1687113}
\zmath{https://zbmath.org/?q=an:0906.60041}
\transl
\jour Theory Probab. Appl.
\yr 1997
\vol 41
\issue 4
\pages 695--715
\crossref{https://doi.org/10.1137/S0040585X97975708}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000071926900007}
Linking options:
  • https://www.mathnet.ru/eng/tvp3202
  • https://doi.org/10.4213/tvp3202
  • https://www.mathnet.ru/eng/tvp/v41/i4/p785
    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:471
    Full-text PDF :262
    First page:23
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024