On an approximation problem for stochastic integrals where random time nets do not help (English)
- New search for: Geiss, Christel
- New search for: Geiss, Stefan
- New search for: Geiss, Christel
- New search for: Geiss, Stefan
In:
Stochastic Processes and their Applications
;
116
, 3
;
407-422
;
2005
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ISSN:
- Article (Journal) / Electronic Resource
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Title:On an approximation problem for stochastic integrals where random time nets do not help
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Contributors:Geiss, Christel ( author ) / Geiss, Stefan ( author )
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Published in:Stochastic Processes and their Applications ; 116, 3 ; 407-422
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Publisher:
- New search for: Elsevier B.V.
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Publication date:2005-10-19
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Size:16 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 116, Issue 3
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 345
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Different aspects of a random fragmentation modelBertoin, Jean et al. | 2005
- 370
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Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equationsPeng, Shige / Zhu, Xuehong et al. | 2005
- 381
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Infinite dimensional stochastic differential equations of Ornstein–Uhlenbeck typeAthreya, Siva R. / Bass, Richard F. / Gordina, Maria / Perkins, Edwin A. et al. | 2005
- 407
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On an approximation problem for stochastic integrals where random time nets do not helpGeiss, Christel / Geiss, Stefan et al. | 2005
- 423
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Regularizing mappings of Lévy measuresBarndorff-Nielsen, Ole E. / Thorbjørnsen, Steen et al. | 2005
- 423
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Regularizing mappings of Levy measuresBarndorff-Nielsen, O. E. / Thorbjornsen, S. et al. | 2006
- 447
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A Poisson bridge between fractional Brownian motion and stable Lévy motionGaigalas, Raimundas et al. | 2005
- 447
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A Poisson bridge between fractional Brownian motion and stable Levy motionGaigalas, R. et al. | 2006
- 463
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Multiple fractional integral with Hurst parameter less thanBardina, Xavier / Jolis, Maria et al. | 2005
- 463
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Multiple fractional integral with Hurst parameter less than Formula Not ShownBardina, X. / Jolis, M. et al. | 2006
- 463
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Multiple fractional integral with Hurst parameter less thanBardina, Xavier et al. | 2006
- 480
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Deviations of a random walk in a random scenery with stretched exponential tailsGantert, Nina / van der Hofstad, Remco / König, Wolfgang et al. | 2005
- 493
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On quadratic functionals of the Brownian sheet and related processesDeheuvels, Paul / Peccati, Giovanni / Yor, Marc et al. | 2005
- CO2
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Editorial Board| 2006