Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case
نویسندگان
چکیده
منابع مشابه
Two Results on Multiple Stratonovich Integrals
Formulae connecting the multiple Stratonovich integrals with single Ogawa and Stratonovich integrals are derived. Multiple Riemann-Stieltjes integrals with respect to certain smooth approximations of the Wiener process are considered and it is shown that these integrals converge to multiple Stratonovich integrals as the approximation converges to the Wiener process.
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2018
ISSN: 1083-6489
DOI: 10.1214/18-ejp150