DC Field | Value | Language |
---|---|---|
dc.contributor.author | Jeon, Jong Woo | ko |
dc.contributor.author | Lee, Kyu Seok | ko |
dc.contributor.author | Kim, Yoon Tae | ko |
dc.date.accessioned | 2013-03-06T04:47:27Z | - |
dc.date.available | 2013-03-06T04:47:27Z | - |
dc.date.created | 2012-06-08 | - |
dc.date.created | 2012-06-08 | - |
dc.date.created | 2012-06-08 | - |
dc.date.issued | 2004-09 | - |
dc.identifier.citation | STOCHASTIC ANALYSIS AND APPLICATIONS, v.22, pp.1257 - 1271 | - |
dc.identifier.issn | 0736-2994 | - |
dc.identifier.uri | http://hdl.handle.net/10203/85842 | - |
dc.description.abstract | We present an extension of the Wong-Zakai type approximation theorem for a multiple stochastic integral. Using a piecewise linear approximation w((n)) of a Wiener process w, we prove that the multiple integral process {integral(0)(t)...integral(0)(t) f(t(1),..., t(m))dw(t1)(n...)dw(tm)(n), t is an element of [0, T]}, where f is a given symmetric function in the space C([0, T](m)), converge to the multiple Stratonovich integral of f in the uniform L-2-sense. | - |
dc.language | English | - |
dc.publisher | TAYLOR & FRANCIS INC | - |
dc.title | A Wong-Zakai type approximation for multiple Wiener-Stratonovich integrals | - |
dc.type | Article | - |
dc.identifier.wosid | 000224376800006 | - |
dc.identifier.scopusid | 2-s2.0-5644291073 | - |
dc.type.rims | ART | - |
dc.citation.volume | 22 | - |
dc.citation.beginningpage | 1257 | - |
dc.citation.endingpage | 1271 | - |
dc.citation.publicationname | STOCHASTIC ANALYSIS AND APPLICATIONS | - |
dc.identifier.doi | 10.1081/SAP-200026460 | - |
dc.contributor.localauthor | Lee, Kyu Seok | - |
dc.contributor.nonIdAuthor | Jeon, Jong Woo | - |
dc.contributor.nonIdAuthor | Kim, Yoon Tae | - |
dc.description.isOpenAccess | N | - |
dc.type.journalArticle | Article | - |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.