Geodesic
An approximation of the Ito and Stratonovich stochastic integrals by elements of a direct product of algebras of generalized random processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 41 (1996) no. 4, pp. 785-809 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

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. 
@article{TVP_1996_41_4_a4,
     author = {N. V. Lazakovich and S. P. Stashulenok},
     title = {An approximation of the {Ito} and {Stratonovich} stochastic integrals by elements of a~direct product of algebras of generalized random processes},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {785--809},
     year = {1996},
     volume = {41},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1996_41_4_a4/}
}
TY  - JOUR
AU  - N. V. Lazakovich
AU  - S. P. Stashulenok
TI  - An approximation of the Ito and Stratonovich stochastic integrals by elements of a direct product of algebras of generalized random processes
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1996
SP  - 785
EP  - 809
VL  - 41
IS  - 4
UR  - http://geodesic.mathdoc.fr/item/TVP_1996_41_4_a4/
LA  - ru
ID  - TVP_1996_41_4_a4
ER  - 
%0 Journal Article
%A N. V. Lazakovich
%A S. P. Stashulenok
%T An approximation of the Ito and Stratonovich stochastic integrals by elements of a direct product of algebras of generalized random processes
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1996
%P 785-809
%V 41
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_1996_41_4_a4/
%G ru
%F TVP_1996_41_4_a4
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. Teoriâ veroâtnostej i ee primeneniâ, Tome 41 (1996) no. 4, pp. 785-809. http://geodesic.mathdoc.fr/item/TVP_1996_41_4_a4/