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Weak convergence to the multiple Stratonovich integral

, и . Stochastic Processes and their Applications, 90 (2): 277--300 (декабря 2000)

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Xavier Lambin

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Arumainathan Xavier

Xavier Leroy

 

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Convergence in law to the multiple fractional integral, , и . Stochastic Processes and their Applications, 105 (2): 315--344 (июня 2003)Multiple fractional integral with Hurst parameter less than, и . Stochastic Processes and their Applications, 116 (3): 463--479 (марта 2006)An extension of Ito's formula for elliptic diffusion processes, и . Stochastic Processes and their Applications, 69 (1): 83--109 (31.07.1997)Onsager Machlup Functional for Stochastic Evolution Equations in a Class of Norms, , и . Stochastic Analysis and Applications, 21 (6): 1231--1253 (2003)Weak convergence to the multiple Stratonovich integral, и . Stochastic Processes and their Applications, 90 (2): 277--300 (декабря 2000)