On approximation of a class of stochastic integrals and interpolation (Unknown)
- New search for: Geiss, Christel
- New search for: Geiss †, Stefan
- New search for: Geiss, Christel
- New search for: Geiss †, Stefan
In:
Stochastics and Stochastic Reports
;
76
, 4
;
339-362
;
2004
-
ISSN:
- Article (Journal) / Electronic Resource
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Title:On approximation of a class of stochastic integrals and interpolation
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Contributors:Geiss, Christel ( author ) / Geiss †, Stefan ( author )
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Published in:Stochastics and Stochastic Reports ; 76, 4 ; 339-362
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Publisher:
- New search for: Taylor & Francis GroupAbingdon, UK
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Publication date:2004-08-01
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Size:24 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:Unknown
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Keywords:Approximation , Stochastic integrals , Real interpolation method , Sobolev space , 60H05 , 60H07 , 46B70 , 46E35 , 41A25
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Source:
Table of contents – Volume 76, Issue 4
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.
- 281
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BSDEs with a random terminal time driven by a monotone generator and their links with PDEsRoyer, Manuela et al. | 2004
- 309
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Donsker Type Theorem in Besov Spaces Involving Regularly Varying FunctionsBoufoussi *, Brahim / N'zi, Modeste et al. | 2004
- 323
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Mixed Optimal Stopping and Stochastic Control Problems with Semicontinuous Final Reward for Diffusion ProcessesCeci, Claudia / Bassan, Bruno et al. | 2004
- 339
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On approximation of a class of stochastic integrals and interpolationGeiss, Christel / Geiss †, Stefan et al. | 2004
- 363
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Fractional stochastic integration and Black–Scholes equation for fractional Brownian model with stochastic volatilityMishura, Yuliya et al. | 2004