XLIII: 10, 241-268, LNM 2006 (2011)
BÉRARD BERGERY, Blandine;
VALLOIS, Pierre
Convergence at first and second order of some approximations of stochastic integrals (
Theory of Brownian motion,
Theory of stochastic integrals)
Keywords: Stochastic integration by regularization,
Quadratic variation,
First and second order convergence,
Stochastic Fubini's theoremNature: Original
XLIV: 03, 61-74, LNM 2046 (2012)
BASSE-O'CONNOR, Andreas;
GRAVERSEN, Svend-Erik;
PEDERSEN, Jan
Some classes of proper integrals and generalized Ornstein-Uhlenbeck processes (
Theory of processes)
Keywords: Stochastic integration,
Lévy processes,
Generalized Ornstein-Uhlenbeck processesNature: Original
