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A Wong–Zakai Type Approximation for Multiple Wiener–Stratonovich Integrals

https://doi.org/10.1081/sap-200026460
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0020-7225(65)90045-5openalex-snapshot
On the relation between ordinary and stochastic differential equations
inferredcites →https://doi.org/10.1016/0377-2217(82)90101-1openalex-snapshot
Stochastic differential equations and diffusion processes
inferredcites →https://doi.org/10.1080/07362999208809284openalex-snapshot
An extension of the Wong-Zakai theorem for stochastic evolution equations in Hilbert spaces
inferredcites →https://doi.org/10.1080/07362999508809419openalex-snapshot
An approximation theorem of wong-zakai type for nonlinear stochastic partial differential equations
inferredcites →https://doi.org/10.1080/17442509008833614openalex-snapshot
Stratonovich integral and trace
inferredcites →https://doi.org/10.1081/sap-120004117openalex-snapshot
A Wong–Zakai type approximation for two-parameter processes1
inferredcites →https://doi.org/10.1214/aoms/1177699916openalex-snapshot
On the Convergence of Ordinary Integrals to Stochastic Integrals
inferredcites →https://doi.org/10.2969/jmsj/00310157openalex-snapshot
Multiple Wiener Integral

What points at this work

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inferred← citeshttps://doi.org/10.2139/ssrn.4676567openalex-extracted
inferred← citeshttps://doi.org/10.1016/j.spa.2009.10.008openalex-snapshot
Weak approximation of a fractional SDE
inferred← citeshttps://doi.org/10.1016/j.spl.2024.110222openalex-snapshot
Empirical limit theorems for Wiener chaos
inferred← citeshttps://doi.org/10.1080/00036810701494510openalex-snapshot
A strong approximation for double subfractional integrals
inferred← citeshttps://doi.org/10.1080/00036810801927971openalex-snapshot
Multiple sub-fractional integrals and some approximations
inferred← citeshttps://doi.org/10.1080/07362990701419979openalex-snapshot
Approximation of Multiple Stratonovich Fractional Integrals
inferred← citeshttps://doi.org/10.1080/07362990802678895openalex-snapshot
On Double Stratonovich Fractional Integrals and Some Strong and Weak Approximations
inferred← citeshttps://doi.org/10.1109/cdc.2017.8264553openalex-snapshot
Optimal control for linear quadratic problems with Markov jump parameters and fractional brownian perturbation
inferred← citeshttps://doi.org/10.5486/pmd.2009.4341openalex-snapshot
Multiple fractional integrals through Gamma-mixed Ornstein--Uhlenbeck process
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