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Rate of convergence of uniform transport processes to brownian motion and application to stochastic integrals
1 references·1 citing·7 second hop
Rate of convergence of uniform transport processes to brownian motion and application to stochastic integrals (1980)Rate of convergence of uniform transport …On the Convergence of Ordinary Integrals to Stochastic Integrals (1965)On the Convergence of Ordinar…A strong uniform approximation of fractional Brownian motion by means of transport processes (2009)A strong uniform approximatio…On a Formula Concerning Stochastic Differentials (1951)Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations (1991)Approaching complexity by stochastic methods: From biological systems to turbulence (2011)A Wong-Zakai theorem for stochastic PDEs (2015)Fractional Brownian Motions, Fractional Noises and Applications (1968)Theory and applications of long-range dependence (2003)Stochastic Calculus for Fractional Brownian Motion and Applications (2008)
this work references cited by second hop

References

  • 1965On the Convergence of Ordinary Integrals to Stochastic Integrals684 cited

Cited by

  • 2009A strong uniform approximation of fractional Brownian motion by means of transport processes20 cited

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