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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 theorem
Nature: Original