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

Voir la notice de l'article provenant de la source Math-Net.Ru

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. 
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/
@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