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On the Approximation of Multiple Stratonovich Integrals

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Stochastic Processes

Abstract

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

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References

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© 1993 Springer-Verlag New York, Inc.

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Hu, Y.Z., Meyer, P.A. (1993). On the Approximation of Multiple Stratonovich Integrals. In: Cambanis, S., Ghosh, J.K., Karandikar, R.L., Sen, P.K. (eds) Stochastic Processes. Springer, New York, NY. https://doi.org/10.1007/978-1-4615-7909-0_17

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  • DOI: https://doi.org/10.1007/978-1-4615-7909-0_17

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4615-7911-3

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