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On the Convergence of Ordinary Integrals to Stochastic Integrals · Study

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ArticleOn the Convergence of Ordinary Integrals to Stochastic Integrals

Moshe Zakai1965

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Articlediamond1965

On the Convergence of Ordinary Integrals to Stochastic Integrals

684 citations·0/0 files stored·The Annals of Mathematical Statistics

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Stochastic processes and financial applications Probability and Statistical Research Fuzzy Systems and Optimization

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1991Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations 2011Approaching complexity by stochastic methods: From biological systems to turbulence 2015A Wong-Zakai theorem for stochastic PDEs 2006Fast strong approximation Monte Carlo schemes for stochastic volatility models 1981Modeling and approximation of stochastic differential equations driven by semimartingales†1969Optimal Continuous-Parameter Stochastic Control 1998Convergence of discretized stochastic (interest rate) processes with stochastic drift term 1977On the Existence, Uniqueness, Convergence and Explosions of Solutions of Systems of Stochastic Integral Equations

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Year1965

Typearticle

Published1965-10-01

VenueThe Annals of Mathematical Statistics

ISSN-L0003-4851

Languageen

Citations684

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1214/aoms/1177699916

openalex_workW1986101505

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