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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
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\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.
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\issue 4
\pages 785--809
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\transl
\jour Theory Probab. Appl.
\yr 1997
\vol 41
\issue 4
\pages 695--715
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  • 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
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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