dapproximationofquadraticvariationsofsmoothitoprocesses

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	dapproximationofquadraticvariationsofsmoothitoprocesses
	Huang ZY(黄志远)1; Ren JG(任佳刚)2
	1998
发表期刊	chineseannalsofmathematicsseriesb
ISSN	0252-9599
卷号	019 期号:003 页码:305
摘要	The purpose of this paper is to prove that the quadratic variations of smooth Ito process inthe sense of Malliavin-NuaJart can he approximated in Sobolev spaces over the Wiener space by its discrete quadratic variatlons.
语种	英语
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/38549
专题	中国科学院数学与系统科学研究院
作者单位	1.华中科技大学 2.中国科学院数学与系统科学研究院
推荐引用方式 GB/T 7714	Huang ZY,Ren JG. dapproximationofquadraticvariationsofsmoothitoprocesses[J]. chineseannalsofmathematicsseriesb,1998,019(003):305.
APA	黄志远,&任佳刚.(1998).dapproximationofquadraticvariationsofsmoothitoprocesses.chineseannalsofmathematicsseriesb,019(003),305.
MLA	黄志远,et al."dapproximationofquadraticvariationsofsmoothitoprocesses".chineseannalsofmathematicsseriesb 019.003(1998):305.