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

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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},
     publisher = {mathdoc},
     volume = {41},
     number = {4},
     year = {1996},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1996_41_4_a4/}
}
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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/